-45.9%
SMR vs TMF
-85.4%
+39.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -24.4% | +16.3% | -40.8% | -25.3% |
| 3M | -44.6% | -2.7% | -41.9% | -44.5% |
| 6M | -56.7% | -13.2% | -43.5% | -56.3% |
| YTD | -61.6% | -16.7% | -44.9% | -61.3% |
| 1Y | -82.1% | -22.7% | -59.3% | -81.9% |
| 3Y | +161.5% | -26.1% | +187.6% | +165.9% |
| All | -45.9% | -85.4% | +39.5% | -45.0% |
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