+455.3%
SN vs TMF
-51.8%
+507.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +7.6% | +0.6% | +7.0% | +7.6% |
| 30D | +24.1% | +16.3% | +7.8% | +22.0% |
| 3M | +23.7% | -2.7% | +26.4% | +24.0% |
| 6M | +105.5% | -13.2% | +118.7% | +108.3% |
| YTD | +105.1% | -16.7% | +121.8% | +108.4% |
| 1Y | +148.3% | -22.7% | +171.0% | +153.6% |
| 3Y | +438.7% | -26.1% | +464.8% | +447.0% |
| All | +455.3% | -51.8% | +507.1% | +471.9% |
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