+439.5%
SN vs TMF
-51.8%
+491.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | +7.2% | +1.2% | +6.0% | +7.0% |
| 30D | +20.4% | +19.7% | +0.7% | +18.0% |
| 3M | +23.9% | -2.1% | +26.0% | +24.1% |
| 6M | +93.0% | -13.4% | +106.5% | +95.7% |
| YTD | +99.2% | -16.7% | +116.0% | +102.5% |
| 1Y | +142.6% | -23.3% | +165.9% | +148.0% |
| 3Y | +398.8% | -24.8% | +423.6% | +405.9% |
| All | +439.5% | -51.8% | +491.3% | +455.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling