+1,842.3%
TDY vs TMF
-68.9%
+1,911.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -2.0% |
| 30D | -10.7% | -2.8% | -7.9% | -11.0% |
| 3M | -1.3% | -10.9% | +9.6% | -2.6% |
| 6M | -10.6% | -21.3% | +10.8% | -13.2% |
| YTD | +19.6% | -15.9% | +35.4% | +17.1% |
| 1Y | +11.6% | -15.7% | +27.4% | +9.5% |
| 3Y | +45.2% | -43.4% | +88.6% | +37.3% |
| 5Y | +36.1% | -87.8% | +123.8% | +1.4% |
| 10Y | +458.8% | -86.7% | +545.6% | +363.0% |
| All | +1,842.3% | -68.9% | +1,911.1% | +2,266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling