+101.7%
SMR vs TMF
-32.2%
+134.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -2.0% | -3.1% |
| 7D | -8.3% | -9.3% | +1.0% | -7.1% |
| 30D | -20.1% | +1.9% | -22.0% | -20.3% |
| 3M | -52.7% | -11.2% | -41.5% | -52.0% |
| 6M | -61.0% | -17.7% | -43.3% | -60.2% |
| YTD | -67.1% | -24.5% | -42.7% | -66.3% |
| 1Y | -79.9% | -29.4% | -50.4% | -79.4% |
| 3Y | +101.7% | -33.4% | +135.2% | +139.7% |
| All | +101.7% | -32.2% | +134.0% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling