+1.7%
SM vs TMF
-83.0%
+84.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -22.3% | +0.6% | -22.9% | -22.0% |
| 30D | -21.4% | +16.3% | -37.7% | -17.1% |
| 3M | +1.4% | -2.7% | +4.0% | +1.2% |
| 6M | +0.1% | -13.2% | +13.3% | -2.9% |
| YTD | +59.0% | -16.7% | +75.6% | +53.7% |
| 1Y | +64.3% | -22.7% | +87.1% | +55.4% |
| 3Y | -13.1% | -26.1% | +13.0% | -15.0% |
| 5Y | -13.9% | -88.4% | +74.6% | -61.3% |
| 10Y | +1.7% | -81.8% | +83.5% | -37.0% |
| All | +1.7% | -83.0% | +84.7% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling