+142.6%
SN vs TMF
-22.9%
+165.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | +7.2% | +1.2% | +6.0% | +6.7% |
| 30D | +20.4% | +19.7% | +0.7% | +12.6% |
| 3M | +23.9% | -2.1% | +26.0% | +25.2% |
| 6M | +93.0% | -13.4% | +106.5% | +102.3% |
| YTD | +99.2% | -16.7% | +116.0% | +112.1% |
| 1Y | +142.6% | -23.3% | +165.9% | +161.0% |
| All | +142.6% | -22.9% | +165.5% | +161.0% |
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 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