+365.1%
SE vs TMF
-81.8%
+446.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.7% |
| 7D | -1.2% | +2.7% | -3.9% | -1.1% |
| 30D | -21.7% | +19.3% | -41.0% | -21.2% |
| 3M | -34.2% | -3.7% | -30.5% | -34.3% |
| 6M | -10.5% | -11.3% | +0.8% | -10.8% |
| YTD | -40.7% | -16.6% | -24.1% | -41.1% |
| 1Y | -52.1% | -21.1% | -30.9% | -52.5% |
| 3Y | +68.9% | -26.8% | +95.7% | +68.3% |
| 5Y | -78.9% | -88.0% | +9.2% | -82.1% |
| All | +365.1% | -81.8% | +446.9% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling