-82.1%
TMF vs BUD
-2.1%
-80.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.3% |
| 7D | -9.3% | +1.0% | -10.3% | -9.2% |
| 30D | +1.9% | +6.7% | -4.7% | +2.4% |
| 3M | -11.2% | +5.7% | -16.9% | -10.9% |
| 6M | -17.7% | +5.8% | -23.5% | -17.3% |
| YTD | -24.5% | +34.4% | -58.9% | -22.2% |
| 1Y | -29.4% | +33.3% | -62.7% | -27.3% |
| 3Y | -33.4% | +48.8% | -82.2% | -30.4% |
| 5Y | -88.7% | +52.5% | -141.2% | -88.1% |
| All | -82.1% | -2.1% | -80.0% | -82.3% |
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