+372.3%
SE vs TMF
-82.5%
+454.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.6% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | -19.4% | +11.8% | -31.2% | -19.1% |
| 3M | -33.1% | -4.0% | -29.1% | -33.2% |
| 6M | -11.4% | -16.5% | +5.1% | -12.0% |
| YTD | -39.8% | -19.9% | -19.9% | -40.3% |
| 1Y | -50.5% | -25.6% | -24.9% | -51.0% |
| 3Y | +68.9% | -29.9% | +98.7% | +68.0% |
| 5Y | -77.1% | -88.2% | +11.1% | -80.6% |
| All | +372.3% | -82.5% | +454.8% | +340.7% |
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