-87.4%
TMF vs MDY
+46.2%
-133.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -2.8% | -1.5% | -1.3% | -2.5% |
| 3M | -10.9% | +0.8% | -11.7% | -11.1% |
| 6M | -21.3% | +7.4% | -28.7% | -22.6% |
| YTD | -15.9% | +15.2% | -31.1% | -18.6% |
| 1Y | -15.7% | +16.5% | -32.3% | -18.7% |
| 3Y | -43.4% | +46.8% | -90.1% | -48.6% |
| All | -87.4% | +46.2% | -133.6% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling