-45.5%
MUZ vs TMF
-10.0%
-35.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.1% | -12.8% | -12.8% |
| 7D | +14.0% | +0.6% | +13.4% | +13.7% |
| 30D | +57.6% | +16.3% | +41.3% | +70.1% |
| 3M | -3.1% | -2.7% | -0.4% | -15.6% |
| All | -45.5% | -10.0% | -35.5% | -58.2% |
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 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 · Available span rolling