-81.4%
TMF vs BUD
-4.5%
-76.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | -0.1% |
| 7D | -3.4% | +0.5% | -3.8% | -3.3% |
| 30D | +11.5% | +7.4% | +4.1% | +12.1% |
| 3M | -4.5% | +4.3% | -8.8% | -4.2% |
| 6M | -15.0% | +5.3% | -20.3% | -14.6% |
| YTD | -19.9% | +33.2% | -53.1% | -17.5% |
| 1Y | -26.6% | +31.8% | -58.3% | -24.5% |
| 3Y | -29.8% | +47.8% | -77.6% | -26.7% |
| 5Y | -88.2% | +50.2% | -138.4% | -87.6% |
| 10Y | -81.4% | -4.8% | -76.6% | -81.0% |
| All | -81.4% | -4.5% | -76.9% | -81.0% |
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