+164.7%
SLV vs TMF
-82.2%
+246.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.4% | -3.1% |
| 7D | +3.7% | -1.1% | +4.7% | +3.8% |
| 30D | -15.2% | +11.8% | -27.0% | -16.0% |
| 3M | -21.8% | -4.0% | -17.7% | -21.5% |
| 6M | -36.3% | -16.5% | -19.8% | -35.4% |
| YTD | -27.8% | -19.9% | -7.9% | -26.6% |
| 1Y | +1.5% | -25.6% | +27.1% | +3.8% |
| 3Y | +128.5% | -29.9% | +158.4% | +131.4% |
| 5Y | +103.2% | -88.2% | +191.5% | +130.6% |
| 10Y | +164.7% | -81.7% | +246.4% | +162.9% |
| All | +164.7% | -82.2% | +246.9% | +162.9% |
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