-29.4%
TMF vs BUD
+33.8%
-63.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -9.3% | +1.0% | -10.3% | -9.6% |
| 30D | +1.9% | +6.7% | -4.7% | -0.4% |
| 3M | -11.2% | +5.7% | -16.9% | -13.1% |
| 6M | -17.7% | +5.8% | -23.5% | -19.8% |
| YTD | -24.5% | +34.4% | -58.9% | -28.0% |
| 1Y | -29.4% | +33.3% | -62.7% | -32.8% |
| All | -29.4% | +33.8% | -63.2% | -32.8% |
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