+365.7%
SE vs TMF
-81.8%
+447.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | -20.0% | +19.7% | -39.7% | -19.5% |
| 3M | -31.8% | -2.1% | -29.7% | -31.8% |
| 6M | -15.9% | -13.4% | -2.4% | -16.3% |
| YTD | -40.6% | -16.7% | -23.9% | -41.0% |
| 1Y | -50.7% | -23.3% | -27.3% | -51.2% |
| 3Y | +70.3% | -24.8% | +95.1% | +69.9% |
| 5Y | -78.8% | -88.0% | +9.2% | -82.1% |
| All | +365.7% | -81.8% | +447.6% | +335.1% |
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