-25.6%
TMF vs FDS
+26.7%
-52.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -3.9% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | +11.8% | +13.5% | -1.7% | +11.1% |
| 3M | -4.0% | +15.2% | -19.2% | -4.8% |
| 6M | -16.5% | +47.0% | -63.6% | -16.8% |
| YTD | -19.9% | +13.9% | -33.8% | -20.3% |
| 1Y | -25.6% | +25.2% | -50.7% | -25.9% |
| All | -25.6% | +26.7% | -52.2% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling