-26.6%
TMF vs MDY
+15.7%
-42.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +11.5% | +2.1% | +9.4% | +9.7% |
| 3M | -4.5% | -3.6% | -0.9% | -2.3% |
| 6M | -15.0% | +1.7% | -16.7% | -16.1% |
| YTD | -19.9% | +13.8% | -33.7% | -25.6% |
| 1Y | -26.6% | +15.5% | -42.1% | -32.2% |
| All | -26.6% | +15.7% | -42.3% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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