+128.3%
SLV vs TMF
-28.1%
+156.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -14.2% | +11.5% | -25.7% | -14.9% |
| 3M | -20.3% | -4.5% | -15.8% | -20.1% |
| 6M | -40.2% | -15.0% | -25.2% | -39.6% |
| YTD | -27.6% | -19.9% | -7.7% | -26.7% |
| 1Y | +0.4% | -26.6% | +27.0% | +2.0% |
| All | +128.3% | -28.1% | +156.5% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling