-84.3%
TMF vs BUD
-9.0%
-75.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.3% |
| 7D | +1.2% | +4.5% | -3.2% | +1.5% |
| 30D | +19.7% | +12.5% | +7.2% | +20.8% |
| 3M | -2.1% | 0.0% | -2.1% | -2.2% |
| 6M | -13.4% | +3.8% | -17.2% | -13.2% |
| YTD | -16.7% | +33.1% | -49.8% | -14.5% |
| 1Y | -23.3% | +35.5% | -58.8% | -21.1% |
| 3Y | -24.8% | +49.4% | -74.2% | -21.5% |
| 5Y | -88.0% | +48.0% | -136.1% | -87.5% |
| All | -84.3% | -9.0% | -75.3% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling