-4.3%
MTZ vs TMF
-26.6%
+22.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -3.4% | +16.2% | +13.7% |
| 30D | -8.5% | +11.5% | -20.0% | -12.1% |
| 3M | -30.6% | -4.5% | -26.1% | -29.2% |
| 6M | -55.1% | -15.0% | -40.1% | -51.3% |
| YTD | -13.0% | -19.9% | +6.9% | -4.3% |
| 1Y | -4.3% | -26.6% | +22.3% | +12.9% |
| All | -4.3% | -26.6% | +22.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling