+62.0%
SLV vs TMF
-15.2%
+77.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +6.7% | -2.8% | +9.5% | +7.1% |
| 3M | -10.7% | -10.9% | +0.2% | -9.3% |
| 6M | -20.6% | -21.3% | +0.7% | -20.2% |
| YTD | -7.1% | -15.9% | +8.7% | -4.4% |
| 1Y | +62.0% | -15.7% | +77.7% | +64.1% |
| All | +62.0% | -15.2% | +77.2% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling