+3,515.2%
MSCI vs TMF
-70.3%
+3,585.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.9% | -3.4% | +1.5% | -2.2% |
| 30D | +16.5% | +11.5% | +5.0% | +17.6% |
| 3M | +18.2% | -4.5% | +22.7% | +17.7% |
| 6M | +14.0% | -15.0% | +28.9% | +12.4% |
| YTD | +16.6% | -19.9% | +36.4% | +14.5% |
| 1Y | +14.8% | -26.6% | +41.4% | +11.9% |
| 3Y | +33.3% | -29.8% | +63.1% | +30.9% |
| 5Y | +9.1% | -88.2% | +97.2% | -15.4% |
| 10Y | +820.4% | -81.4% | +901.7% | +742.8% |
| All | +3,515.2% | -70.3% | +3,585.5% | +4,152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling