+122.3%
SLV vs TMF
-25.3%
+147.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.1% |
| 3M | -16.1% | -2.1% | -14.0% | -16.0% |
| 6M | -33.2% | -13.4% | -19.7% | -32.7% |
| YTD | -27.2% | -16.7% | -10.5% | -26.6% |
| 1Y | +7.6% | -23.3% | +31.0% | +8.8% |
| 3Y | +122.3% | -24.8% | +147.2% | +129.5% |
| All | +122.3% | -25.3% | +147.7% | +129.5% |
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