-85.6%
SMR vs TMF
-23.9%
-61.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -6.9% | -6.2% |
| 7D | -9.5% | +4.0% | -13.5% | -12.2% |
| 30D | -33.2% | +19.5% | -52.7% | -42.3% |
| 3M | -45.9% | -3.5% | -42.4% | -44.1% |
| 6M | -57.9% | -10.6% | -47.3% | -54.1% |
| YTD | -63.8% | -17.1% | -46.7% | -60.1% |
| 1Y | -85.6% | -24.3% | -61.3% | -84.5% |
| All | -85.6% | -23.9% | -61.7% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling