+89.9%
SLV vs TMF
-88.6%
+178.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -5.8% | -9.3% | +3.4% | -4.9% |
| 30D | -12.1% | +1.9% | -14.1% | -12.3% |
| 3M | -24.1% | -11.2% | -12.9% | -23.3% |
| 6M | -44.4% | -17.7% | -26.7% | -43.4% |
| YTD | -31.5% | -24.5% | -7.0% | -29.7% |
| 1Y | -6.9% | -29.4% | +22.5% | -4.0% |
| 3Y | +116.0% | -33.4% | +149.4% | +119.9% |
| All | +89.9% | -88.6% | +178.5% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling