+52.5%
SO vs TMF
-29.8%
+82.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +8.6% | +16.3% | -7.7% | +6.2% |
| 3M | +1.8% | -2.7% | +4.5% | +2.0% |
| 6M | +3.6% | -13.2% | +16.8% | +5.4% |
| YTD | +9.9% | -16.7% | +26.6% | +12.3% |
| 1Y | +5.7% | -22.7% | +28.4% | +9.1% |
| 3Y | +52.5% | -26.1% | +78.6% | +53.6% |
| All | +52.5% | -29.8% | +82.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling