-68.1%
SE vs TMF
-87.5%
+19.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -6.1% | -1.4% | -4.7% | -6.0% |
| 30D | -2.5% | -2.8% | +0.4% | -2.3% |
| 3M | +21.7% | -10.9% | +32.6% | +22.3% |
| 6M | +27.0% | -21.3% | +48.3% | +28.1% |
| YTD | -12.1% | -15.9% | +3.7% | -11.6% |
| 1Y | -40.9% | -15.7% | -25.2% | -40.6% |
| 3Y | +191.0% | -43.4% | +234.3% | +196.9% |
| All | -68.1% | -87.5% | +19.4% | -68.4% |
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