+319.5%
SN vs TMF
-51.3%
+370.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -9.3% | -1.4% | -7.9% | -9.2% |
| 30D | -4.8% | -2.8% | -2.0% | -4.5% |
| 3M | +40.4% | -10.9% | +51.3% | +42.1% |
| 6M | +50.9% | -21.3% | +72.3% | +54.1% |
| YTD | +54.9% | -15.9% | +70.8% | +57.4% |
| 1Y | +43.0% | -15.7% | +58.8% | +45.2% |
| 3Y | +391.8% | -43.4% | +435.2% | +403.6% |
| All | +319.5% | -51.3% | +370.8% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling