+219.9%
SLV vs TMO
+338.2%
-118.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -1.6% | +1.1% | -2.7% | -1.8% |
| 3M | -4.4% | +28.3% | -32.8% | -8.9% |
| 6M | -25.4% | +23.3% | -48.7% | -28.5% |
| YTD | -9.8% | +5.5% | -15.2% | -10.7% |
| 1Y | +53.8% | +24.5% | +29.2% | +47.9% |
| 3Y | +174.7% | +19.6% | +155.1% | +163.8% |
| 5Y | +164.3% | +8.1% | +156.2% | +155.6% |
| All | +219.9% | +338.2% | -118.4% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling