+3,031.4%
MSCI vs TMF
-68.9%
+3,100.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.3% |
| 30D | +0.6% | -2.8% | +3.4% | +0.3% |
| 3M | -7.1% | -10.9% | +3.8% | -8.0% |
| 6M | +0.8% | -21.3% | +22.1% | -1.3% |
| YTD | +1.0% | -15.9% | +16.9% | -0.4% |
| 1Y | +4.3% | -15.7% | +20.1% | +3.0% |
| 3Y | +9.9% | -43.4% | +53.3% | +5.4% |
| 5Y | -6.8% | -87.8% | +81.0% | -27.4% |
| 10Y | +614.7% | -86.7% | +701.4% | +508.5% |
| All | +3,031.4% | -68.9% | +3,100.3% | +3,598.9% |
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