+194.9%
SO vs TMF
-82.2%
+277.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.1% |
| 7D | -0.1% | -1.1% | +0.9% | -0.1% |
| 30D | +8.7% | +11.8% | -3.1% | +8.6% |
| 3M | +3.4% | -4.0% | +7.4% | +3.4% |
| 6M | +3.7% | -16.5% | +20.2% | +3.8% |
| YTD | +10.0% | -19.9% | +29.9% | +10.1% |
| 1Y | +6.6% | -25.6% | +32.2% | +6.6% |
| 3Y | +52.5% | -29.9% | +82.4% | +53.1% |
| 5Y | +76.1% | -88.2% | +164.3% | +56.8% |
| 10Y | +194.9% | -81.7% | +276.6% | +134.1% |
| All | +194.9% | -82.2% | +277.1% | +134.1% |
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