+171.1%
SLV vs TMF
-84.4%
+255.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | -12.9% | +19.7% | -32.7% | -14.3% |
| 3M | -16.1% | -2.1% | -14.0% | -16.0% |
| 6M | -33.2% | -13.4% | -19.7% | -32.5% |
| YTD | -27.2% | -16.7% | -10.5% | -26.3% |
| 1Y | +7.6% | -23.3% | +31.0% | +9.7% |
| 3Y | +122.3% | -24.8% | +147.2% | +123.7% |
| 5Y | +109.7% | -88.0% | +197.8% | +136.8% |
| All | +171.1% | -84.4% | +255.5% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling