-78.0%
SE vs TMF
-88.0%
+10.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | -20.0% | +19.7% | -39.7% | -20.7% |
| 3M | -31.8% | -2.1% | -29.7% | -31.7% |
| 6M | -15.9% | -13.4% | -2.4% | -15.4% |
| YTD | -40.6% | -16.7% | -23.9% | -40.2% |
| 1Y | -50.7% | -23.3% | -27.3% | -50.2% |
| 3Y | +70.3% | -24.8% | +95.1% | +69.2% |
| All | -78.0% | -88.0% | +10.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling