-87.4%
TMF vs BUD
+46.3%
-133.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -2.8% | -5.7% | +2.8% | -1.8% |
| 3M | -10.9% | +3.1% | -14.0% | -11.5% |
| 6M | -21.3% | +7.9% | -29.2% | -22.6% |
| YTD | -15.9% | +27.3% | -43.2% | -19.3% |
| 1Y | -15.7% | +37.8% | -53.5% | -20.2% |
| 3Y | -43.4% | +49.8% | -93.2% | -46.9% |
| All | -87.4% | +46.3% | -133.8% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling