-69.0%
TMF vs FDS
+708.3%
-777.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -1.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.1% |
| 30D | +19.7% | +20.2% | -0.5% | +24.8% |
| 3M | -2.1% | +19.9% | -22.0% | +2.1% |
| 6M | -13.4% | +56.2% | -69.6% | -2.7% |
| YTD | -16.7% | +14.6% | -31.3% | -13.5% |
| 1Y | -23.3% | +31.6% | -54.9% | -17.0% |
| 3Y | -24.8% | -23.8% | -1.0% | -30.5% |
| 5Y | -88.0% | -22.6% | -65.5% | -89.0% |
| 10Y | -84.7% | +139.3% | -224.1% | -71.0% |
| All | -69.0% | +708.3% | -777.3% | +39.6% |
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