-86.6%
TMF vs MNDY
-53.2%
-33.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -0.9% | -14.1% | +13.2% | -0.1% |
| 30D | -1.0% | -8.5% | +7.5% | -0.6% |
| 3M | -11.3% | -2.5% | -8.7% | -11.3% |
| 6M | -22.7% | +0.1% | -22.8% | -23.1% |
| YTD | -17.3% | -45.0% | +27.7% | -15.2% |
| 1Y | -22.5% | -58.1% | +35.6% | -19.5% |
| 3Y | -43.2% | -52.6% | +9.4% | -43.2% |
| 5Y | -88.3% | -79.3% | -9.0% | -88.3% |
| All | -86.6% | -53.2% | -33.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling