+76.1%
SO vs TMF
-88.9%
+164.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -0.1% | -1.1% | +0.9% | 0.0% |
| 30D | +8.7% | +11.8% | -3.1% | +7.5% |
| 3M | +3.4% | -4.0% | +7.4% | +3.7% |
| 6M | +3.7% | -16.5% | +20.2% | +5.4% |
| YTD | +10.0% | -19.9% | +29.9% | +12.1% |
| 1Y | +6.6% | -25.6% | +32.2% | +9.4% |
| 3Y | +52.5% | -29.9% | +82.4% | +55.7% |
| 5Y | +76.1% | -88.2% | +164.3% | +86.7% |
| All | +76.1% | -88.9% | +164.9% | +86.7% |
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