+3,484.4%
MSCI vs TMF
-69.1%
+3,553.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +6.0% | +2.7% | +3.3% | +6.3% |
| 30D | +18.2% | +19.3% | -1.1% | +20.1% |
| 3M | +15.1% | -3.7% | +18.8% | +14.7% |
| 6M | +13.7% | -11.3% | +25.0% | +12.6% |
| YTD | +15.6% | -16.6% | +32.2% | +13.9% |
| 1Y | +16.3% | -21.1% | +37.4% | +14.1% |
| 3Y | +36.9% | -26.8% | +63.7% | +35.0% |
| 5Y | +6.3% | -88.0% | +94.3% | -17.6% |
| 10Y | +823.0% | -84.7% | +907.7% | +709.8% |
| All | +3,484.4% | -69.1% | +3,553.6% | +4,130.6% |
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