-55.7%
TMF vs BUD
+201.1%
-256.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -2.8% | -5.7% | +2.8% | -4.4% |
| 3M | -10.9% | +3.1% | -14.0% | -10.1% |
| 6M | -21.3% | +7.9% | -29.2% | -19.7% |
| YTD | -15.9% | +27.3% | -43.2% | -9.8% |
| 1Y | -15.7% | +37.8% | -53.5% | -7.5% |
| 3Y | -43.4% | +49.8% | -93.2% | -36.0% |
| 5Y | -87.8% | +43.8% | -131.6% | -86.2% |
| 10Y | -86.7% | -22.6% | -64.1% | -88.3% |
| All | -55.7% | +201.1% | -256.8% | +28.8% |
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 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