-68.9%
TMF vs FDS
+739.3%
-808.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | +2.7% | +6.4% | -3.7% | +4.1% |
| 30D | +19.3% | +25.2% | -5.8% | +25.5% |
| 3M | -3.7% | +22.9% | -26.6% | +1.0% |
| 6M | -11.3% | +56.5% | -67.8% | -0.4% |
| YTD | -16.6% | +19.0% | -35.6% | -12.6% |
| 1Y | -21.1% | +32.7% | -53.8% | -14.5% |
| 3Y | -26.8% | -20.4% | -6.4% | -31.7% |
| 5Y | -88.0% | -19.6% | -68.4% | -88.9% |
| 10Y | -84.7% | +148.5% | -233.2% | -70.7% |
| All | -68.9% | +739.3% | -808.2% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling