+448.1%
SN vs TMF
-53.6%
+501.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | +7.6% | -1.1% | +8.6% | +7.7% |
| 30D | +22.4% | +11.8% | +10.6% | +20.9% |
| 3M | +21.7% | -4.0% | +25.7% | +22.2% |
| 6M | +102.8% | -16.5% | +119.4% | +106.5% |
| YTD | +102.4% | -19.9% | +122.3% | +106.7% |
| 1Y | +139.0% | -25.6% | +164.5% | +145.2% |
| 3Y | +440.4% | -29.9% | +470.3% | +451.5% |
| All | +448.1% | -53.6% | +501.7% | +467.0% |
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