+289.1%
SLV vs TMF
-69.1%
+358.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.7% | +2.7% | -3.5% | -0.8% |
| 30D | -15.4% | +19.3% | -34.7% | -15.9% |
| 3M | -16.3% | -3.7% | -12.6% | -16.2% |
| 6M | -28.8% | -11.3% | -17.5% | -28.5% |
| YTD | -27.1% | -16.6% | -10.6% | -26.8% |
| 1Y | +7.5% | -21.1% | +28.6% | +8.3% |
| 3Y | +121.2% | -26.8% | +148.0% | +122.2% |
| 5Y | +110.0% | -88.0% | +198.0% | +116.8% |
| 10Y | +168.8% | -84.7% | +253.5% | +175.8% |
| All | +289.1% | -69.1% | +358.3% | +366.5% |
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