-24.8%
TMF vs FDS
-23.2%
-1.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +19.7% | +20.2% | -0.5% | +16.9% |
| 3M | -2.1% | +19.9% | -22.0% | -4.5% |
| 6M | -13.4% | +56.2% | -69.6% | -18.9% |
| YTD | -16.7% | +14.6% | -31.3% | -16.9% |
| 1Y | -23.3% | +31.6% | -54.9% | -26.7% |
| 3Y | -24.8% | -23.8% | -1.0% | -11.5% |
| All | -24.8% | -23.2% | -1.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling