+286.8%
SLV vs TMF
-70.3%
+357.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -14.2% | +11.5% | -25.7% | -14.5% |
| 3M | -20.3% | -4.5% | -15.8% | -20.2% |
| 6M | -40.2% | -15.0% | -25.2% | -39.9% |
| YTD | -27.6% | -19.9% | -7.7% | -27.1% |
| 1Y | +0.4% | -26.6% | +27.0% | +1.4% |
| 3Y | +129.4% | -29.8% | +159.2% | +130.8% |
| 5Y | +99.8% | -88.2% | +188.0% | +106.5% |
| 10Y | +183.2% | -81.4% | +264.6% | +192.6% |
| All | +286.8% | -70.3% | +357.1% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling