+95.1%
SM vs TMF
-69.2%
+164.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +0.9% |
| 7D | -25.9% | +1.2% | -27.1% | -25.5% |
| 30D | -15.1% | +19.7% | -34.9% | -9.5% |
| 3M | +4.9% | -2.1% | +7.0% | +4.9% |
| 6M | +6.1% | -13.4% | +19.6% | +2.8% |
| YTD | +63.4% | -16.7% | +80.2% | +57.8% |
| 1Y | +72.5% | -23.3% | +95.8% | +62.2% |
| 3Y | -16.9% | -24.8% | +7.9% | -18.5% |
| 5Y | -10.6% | -88.0% | +77.4% | -53.6% |
| 10Y | +11.3% | -84.7% | +96.0% | -15.6% |
| All | +95.1% | -69.2% | +164.3% | +137.2% |
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