-86.3%
TMF vs MNDY
-47.4%
-38.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.7% |
| 7D | -1.4% | -9.6% | +8.1% | -0.9% |
| 30D | -2.8% | -0.4% | -2.4% | -2.9% |
| 3M | -10.9% | +4.3% | -15.2% | -11.3% |
| 6M | -21.3% | +19.8% | -41.1% | -22.4% |
| YTD | -15.9% | -38.3% | +22.4% | -14.3% |
| 1Y | -15.7% | -50.1% | +34.3% | -13.3% |
| 3Y | -43.4% | -48.4% | +5.1% | -43.5% |
| 5Y | -87.8% | -76.0% | -11.7% | -87.8% |
| All | -86.3% | -47.4% | -38.9% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling