+785.4%
MSCI vs TMF
-84.4%
+869.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | +15.4% | +19.7% | -4.3% | +15.3% |
| 3M | +13.4% | -2.1% | +15.5% | +13.4% |
| 6M | +10.9% | -13.4% | +24.4% | +10.9% |
| YTD | +13.0% | -16.7% | +29.7% | +13.0% |
| 1Y | +12.0% | -23.3% | +35.4% | +12.1% |
| 3Y | +34.1% | -24.8% | +58.9% | +34.5% |
| 5Y | +3.9% | -88.0% | +91.9% | -7.8% |
| All | +785.4% | -84.4% | +869.8% | +761.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling