+125.3%
MTB vs TMF
-83.0%
+208.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -0.8% | +0.6% | -1.4% | -0.6% |
| 30D | +2.4% | +16.3% | -13.9% | +5.8% |
| 3M | -10.5% | -2.7% | -7.8% | -10.9% |
| 6M | +6.4% | -13.2% | +19.6% | +3.4% |
| YTD | +12.8% | -16.7% | +29.5% | +8.9% |
| 1Y | +23.3% | -22.7% | +46.0% | +17.0% |
| 3Y | +108.2% | -26.1% | +134.3% | +102.3% |
| 5Y | +68.6% | -88.4% | +157.0% | -10.8% |
| 10Y | +125.3% | -81.8% | +207.1% | +65.5% |
| All | +125.3% | -83.0% | +208.3% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling