+43.0%
SN vs TMF
-15.2%
+58.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -9.3% | -1.4% | -7.9% | -8.9% |
| 30D | -4.8% | -2.8% | -2.0% | -3.9% |
| 3M | +40.4% | -10.9% | +51.3% | +44.9% |
| 6M | +50.9% | -21.3% | +72.3% | +56.1% |
| YTD | +54.9% | -15.9% | +70.8% | +60.8% |
| 1Y | +43.0% | -15.7% | +58.8% | +49.6% |
| All | +43.0% | -15.2% | +58.3% | +49.6% |
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