-81.7%
TMF vs FDS
+127.5%
-209.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -3.9% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | +11.8% | +13.5% | -1.7% | +12.0% |
| 3M | -4.0% | +15.2% | -19.2% | -3.8% |
| 6M | -16.5% | +47.0% | -63.6% | -15.5% |
| YTD | -19.9% | +13.9% | -33.8% | -19.6% |
| 1Y | -25.6% | +25.2% | -50.7% | -25.0% |
| 3Y | -29.9% | -25.3% | -4.5% | -31.1% |
| 5Y | -88.2% | -23.3% | -64.9% | -88.5% |
| 10Y | -81.7% | +126.0% | -207.7% | -74.9% |
| All | -81.7% | +127.5% | -209.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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