+6.3%
MSCI vs TMF
-87.8%
+94.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +6.0% | +2.7% | +3.3% | +5.8% |
| 30D | +18.2% | +19.3% | -1.1% | +16.1% |
| 3M | +15.1% | -3.7% | +18.8% | +15.4% |
| 6M | +13.7% | -11.3% | +25.0% | +14.8% |
| YTD | +15.6% | -16.6% | +32.2% | +17.2% |
| 1Y | +16.3% | -21.1% | +37.4% | +18.6% |
| 3Y | +36.9% | -26.8% | +63.7% | +38.4% |
| 5Y | +6.3% | -88.0% | +94.3% | +2.5% |
| All | +6.3% | -87.8% | +94.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling