-24.3%
TMF vs BUD
+38.4%
-62.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +1.4% |
| 7D | +4.0% | +3.3% | +0.7% | +2.8% |
| 30D | +19.5% | +11.8% | +7.6% | +15.2% |
| 3M | -3.5% | -1.1% | -2.5% | -3.7% |
| 6M | -10.6% | +14.9% | -25.5% | -14.9% |
| YTD | -17.1% | +32.6% | -49.7% | -20.2% |
| 1Y | -24.3% | +37.2% | -61.4% | -27.4% |
| All | -24.3% | +38.4% | -62.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling