+20.1%
SGOV vs TMF
-88.5%
+108.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +0.1% | -4.8% | +4.8% | +0.1% |
| 30D | +0.3% | -4.9% | +5.2% | +0.3% |
| 3M | +0.9% | -13.4% | +14.3% | +0.9% |
| 6M | +1.8% | -23.0% | +24.9% | +1.9% |
| YTD | +2.5% | -20.2% | +22.7% | +2.5% |
| 1Y | +3.8% | -26.5% | +30.3% | +3.8% |
| 3Y | +14.4% | -45.2% | +59.5% | +14.4% |
| 5Y | +20.1% | -88.4% | +108.6% | +20.2% |
| All | +20.1% | -88.5% | +108.7% | +20.2% |
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