+66.7%
SNXX vs TMF
-18.9%
+85.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.5% | -18.2% | -15.4% |
| 7D | -47.8% | +4.0% | -51.8% | -47.6% |
| 30D | -66.0% | +19.5% | -85.5% | -67.6% |
| 3M | -57.5% | -3.5% | -53.9% | -55.3% |
| 6M | -66.7% | -10.6% | -56.1% | -63.1% |
| All | +66.7% | -18.9% | +85.6% | +117.0% |
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