+379.5%
SE vs TMF
-81.8%
+461.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +3.3% | +0.6% | +2.7% | +3.3% |
| 30D | -18.2% | +16.3% | -34.5% | -17.7% |
| 3M | -31.3% | -2.7% | -28.6% | -31.3% |
| 6M | -10.1% | -13.2% | +3.1% | -10.5% |
| YTD | -38.9% | -16.7% | -22.2% | -39.3% |
| 1Y | -48.0% | -22.7% | -25.3% | -48.5% |
| 3Y | +78.8% | -26.1% | +104.9% | +78.2% |
| 5Y | -77.1% | -88.4% | +11.3% | -80.7% |
| All | +379.5% | -81.8% | +461.3% | +347.9% |
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