+19.0%
MSCI vs TMF
-23.9%
+42.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +5.0% |
| 7D | +11.5% | +4.0% | +7.5% | +10.8% |
| 30D | +22.1% | +19.5% | +2.6% | +19.7% |
| 3M | +18.4% | -3.5% | +22.0% | +18.0% |
| 6M | +16.6% | -10.6% | +27.2% | +16.2% |
| YTD | +18.8% | -17.1% | +35.9% | +18.9% |
| 1Y | +19.0% | -24.3% | +43.2% | +21.2% |
| All | +19.0% | -23.9% | +42.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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