+11.1%
SMR vs TMF
-85.3%
+96.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.4% | +15.3% |
| 7D | +21.4% | +1.0% | +20.4% | +21.3% |
| 30D | +13.8% | -1.8% | +15.7% | +14.0% |
| 3M | +3.9% | -8.2% | +12.1% | +4.5% |
| 6M | -4.2% | -19.5% | +15.3% | -3.3% |
| YTD | -21.1% | -16.0% | -5.1% | -20.4% |
| 1Y | -67.1% | -22.5% | -44.6% | -66.8% |
| 3Y | +88.9% | -42.3% | +131.1% | +92.3% |
| All | +11.1% | -85.3% | +96.4% | +12.9% |
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