+1,947.5%
TDY vs TMF
-72.0%
+2,019.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.8% |
| 7D | +4.1% | -9.3% | +13.3% | +2.8% |
| 30D | +5.7% | +1.9% | +3.8% | +6.1% |
| 3M | -4.4% | -11.2% | +6.8% | -5.7% |
| 6M | +1.2% | -17.7% | +18.9% | -1.0% |
| YTD | +26.0% | -24.5% | +50.5% | +22.0% |
| 1Y | +27.4% | -29.4% | +56.8% | +22.2% |
| 3Y | +67.5% | -33.4% | +100.9% | +62.6% |
| 5Y | +44.9% | -88.7% | +133.6% | +7.0% |
| 10Y | +440.9% | -82.5% | +523.4% | +382.2% |
| All | +1,947.5% | -72.0% | +2,019.5% | +2,364.1% |
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