-11.5%
MTZ vs TMF
-22.9%
+11.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | -6.4% | +1.2% | -7.6% | -6.7% |
| 30D | -22.1% | +19.7% | -41.8% | -26.6% |
| 3M | -32.7% | -2.1% | -30.6% | -31.4% |
| 6M | -59.8% | -13.4% | -46.4% | -56.5% |
| YTD | -19.9% | -16.7% | -3.2% | -12.8% |
| 1Y | -11.5% | -23.3% | +11.9% | +1.3% |
| All | -11.5% | -22.9% | +11.4% | +1.3% |
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