-88.3%
TMF vs FDS
-23.2%
-65.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -9.3% | +1.5% | -10.7% | -9.5% |
| 30D | +1.9% | +14.8% | -12.9% | -0.8% |
| 3M | -11.2% | +16.3% | -27.5% | -14.1% |
| 6M | -17.7% | +66.2% | -83.9% | -26.7% |
| YTD | -24.5% | +16.2% | -40.7% | -26.6% |
| 1Y | -29.4% | +21.8% | -51.3% | -32.7% |
| 3Y | -33.4% | -23.9% | -9.5% | -26.6% |
| All | -88.3% | -23.2% | -65.1% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling