-56.1%
TMF vs BUD
+219.3%
-275.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +1.0% |
| 7D | +2.7% | +7.1% | -4.4% | +4.6% |
| 30D | +19.3% | +12.7% | +6.7% | +23.0% |
| 3M | -3.7% | 0.0% | -3.7% | -3.8% |
| 6M | -11.3% | +7.6% | -18.9% | -9.6% |
| YTD | -16.6% | +35.0% | -51.6% | -9.3% |
| 1Y | -21.1% | +37.6% | -58.7% | -13.7% |
| 3Y | -26.8% | +51.5% | -78.3% | -17.4% |
| 5Y | -88.0% | +50.2% | -138.3% | -86.4% |
| 10Y | -84.7% | -7.2% | -77.5% | -85.1% |
| All | -56.1% | +219.3% | -275.3% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling