-87.0%
TMF vs FDS
+87.3%
-174.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.3% |
| 7D | -1.4% | -1.9% | +0.5% | -1.5% |
| 30D | -2.8% | +9.0% | -11.8% | -2.6% |
| 3M | -10.9% | +18.9% | -29.8% | -10.3% |
| 6M | -21.3% | +35.1% | -56.4% | -20.3% |
| YTD | -15.9% | +5.5% | -21.4% | -15.6% |
| 1Y | -15.7% | -16.8% | +1.1% | -16.4% |
| 3Y | -43.4% | -28.1% | -15.3% | -44.2% |
| 5Y | -87.8% | -17.4% | -70.3% | -87.5% |
| All | -87.0% | +87.3% | -174.3% | -81.5% |
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