-49.5%
SMR vs TMF
-85.4%
+35.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.2% | +16.4% | +16.3% |
| 7D | -9.6% | +1.2% | -10.8% | -9.7% |
| 30D | -33.8% | +19.7% | -53.5% | -34.7% |
| 3M | -46.4% | -2.1% | -44.3% | -46.3% |
| 6M | -62.4% | -13.4% | -49.0% | -62.1% |
| YTD | -64.1% | -16.7% | -47.4% | -63.8% |
| 1Y | -84.3% | -23.3% | -61.0% | -84.2% |
| 3Y | +55.8% | -24.8% | +80.6% | +59.0% |
| All | -49.5% | -85.4% | +35.9% | -48.7% |
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 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