-81.4%
TMF vs FDS
+132.8%
-214.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | +0.1% |
| 7D | -3.4% | -2.1% | -1.2% | -3.4% |
| 30D | +11.5% | +16.0% | -4.5% | +11.8% |
| 3M | -4.5% | +18.8% | -23.3% | -4.2% |
| 6M | -15.0% | +54.1% | -69.1% | -13.9% |
| YTD | -19.9% | +17.0% | -36.9% | -19.6% |
| 1Y | -26.6% | +25.5% | -52.1% | -26.1% |
| 3Y | -29.8% | -23.3% | -6.5% | -31.0% |
| 5Y | -88.2% | -22.6% | -65.6% | -88.5% |
| 10Y | -81.4% | +130.2% | -211.6% | -74.5% |
| All | -81.4% | +132.8% | -214.1% | -74.5% |
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