-37.5%
MUZ vs TMF
-10.1%
-27.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -9.9% |
| 7D | +45.8% | +1.2% | +44.6% | +45.6% |
| 30D | +99.8% | +19.7% | +80.1% | +121.1% |
| 3M | +12.0% | -2.1% | +14.1% | -1.3% |
| All | -37.5% | -10.1% | -27.5% | -52.1% |
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 · Available span rolling