+137.6%
SM vs TMF
-68.9%
+206.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | +0.1% | -1.4% | +1.5% | -0.4% |
| 30D | +26.3% | -2.8% | +29.1% | +25.4% |
| 3M | +8.7% | -10.9% | +19.6% | +5.5% |
| 6M | +51.7% | -21.3% | +73.0% | +42.5% |
| YTD | +99.0% | -15.9% | +114.9% | +91.9% |
| 1Y | +34.6% | -15.7% | +50.3% | +30.4% |
| 3Y | -7.8% | -43.4% | +35.6% | -18.3% |
| 5Y | +104.8% | -87.8% | +192.5% | +7.5% |
| 10Y | +7.2% | -86.7% | +94.0% | -23.1% |
| All | +137.6% | -68.9% | +206.5% | +188.5% |
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