+161.5%
SLV vs TMO
+7.0%
+154.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -5.0% | -2.5% | -2.6% | -4.5% |
| 30D | -1.8% | -0.3% | -1.5% | -1.7% |
| 3M | -0.3% | +25.3% | -25.5% | -5.0% |
| 6M | -28.2% | +20.9% | -49.1% | -31.2% |
| YTD | -10.7% | +4.3% | -15.0% | -11.5% |
| 1Y | +53.7% | +27.0% | +26.7% | +47.2% |
| 3Y | +173.7% | +17.5% | +156.2% | +163.9% |
| 5Y | +161.5% | +6.9% | +154.5% | +160.3% |
| All | +161.5% | +7.0% | +154.5% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling