+10.0%
MSCI vs TMF
-42.2%
+52.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +0.6% | -2.8% | +3.4% | +0.8% |
| 3M | -7.1% | -10.9% | +3.8% | -6.0% |
| 6M | +0.8% | -21.3% | +22.1% | +3.3% |
| YTD | +1.0% | -15.9% | +16.9% | +2.6% |
| 1Y | +4.3% | -15.7% | +20.1% | +5.9% |
| All | +10.0% | -42.2% | +52.2% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling