+173.0%
MTB vs TMF
-86.8%
+259.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.8% | +1.0% | +1.8% | +3.0% |
| 30D | -4.2% | -1.8% | -2.3% | -4.5% |
| 3M | +7.8% | -8.2% | +16.0% | +5.9% |
| 6M | +14.8% | -19.5% | +34.3% | +9.7% |
| YTD | +20.8% | -16.0% | +36.7% | +16.7% |
| 1Y | +23.1% | -22.5% | +45.6% | +17.1% |
| 3Y | +114.8% | -42.3% | +157.1% | +95.1% |
| 5Y | +103.3% | -87.7% | +191.0% | +11.8% |
| 10Y | +173.0% | -86.5% | +259.5% | +94.4% |
| All | +173.0% | -86.8% | +259.8% | +94.4% |
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 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