+363.5%
SE vs TMF
-83.5%
+447.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | -0.5% | -9.3% | +8.8% | -0.8% |
| 30D | -20.9% | +1.9% | -22.9% | -20.9% |
| 3M | -38.9% | -11.2% | -27.7% | -39.1% |
| 6M | -19.4% | -17.7% | -1.7% | -19.9% |
| YTD | -40.9% | -24.5% | -16.5% | -41.5% |
| 1Y | -46.2% | -29.4% | -16.8% | -46.9% |
| 3Y | +63.7% | -33.4% | +97.1% | +62.6% |
| 5Y | -77.9% | -88.7% | +10.8% | -81.2% |
| All | +363.5% | -83.5% | +447.0% | +331.6% |
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 · 6 months rolling