+396.0%
SLV vs TMF
-68.9%
+464.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +6.7% | -2.8% | +9.5% | +6.8% |
| 3M | -10.7% | -10.9% | +0.2% | -10.4% |
| 6M | -20.6% | -21.3% | +0.7% | -20.0% |
| YTD | -7.1% | -15.9% | +8.7% | -6.6% |
| 1Y | +62.0% | -15.7% | +77.7% | +62.8% |
| 3Y | +169.8% | -43.4% | +213.2% | +173.0% |
| 5Y | +161.5% | -87.8% | +249.2% | +169.8% |
| 10Y | +224.4% | -86.7% | +311.1% | +231.7% |
| All | +396.0% | -68.9% | +464.9% | +494.5% |
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 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