-81.7%
TMF vs BUD
-4.3%
-77.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -3.8% |
| 7D | -1.1% | +6.0% | -7.1% | -0.6% |
| 30D | +11.8% | +11.3% | +0.5% | +12.7% |
| 3M | -4.0% | +3.6% | -7.6% | -3.9% |
| 6M | -16.5% | +7.7% | -24.2% | -16.0% |
| YTD | -19.9% | +36.4% | -56.3% | -17.4% |
| 1Y | -25.6% | +37.8% | -63.4% | -23.2% |
| 3Y | -29.9% | +51.2% | -81.1% | -26.6% |
| 5Y | -88.2% | +53.4% | -141.6% | -87.6% |
| 10Y | -81.7% | -3.2% | -78.5% | -81.2% |
| All | -81.7% | -4.3% | -77.4% | -81.2% |
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