+96.9%
MTB vs TMF
-25.3%
+122.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -1.3% | +1.2% | -2.6% | -1.4% |
| 30D | +0.5% | +19.7% | -19.2% | +0.1% |
| 3M | -12.4% | -2.1% | -10.3% | -12.4% |
| 6M | +1.5% | -13.4% | +15.0% | +1.6% |
| YTD | +10.3% | -16.7% | +27.0% | +10.4% |
| 1Y | +22.2% | -23.3% | +45.5% | +22.4% |
| 3Y | +96.9% | -24.8% | +121.8% | +89.2% |
| All | +96.9% | -25.3% | +122.3% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling