+33.8%
SOLS vs TMF
-26.5%
+60.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.5% | +1.0% | +3.6% | +4.4% |
| 30D | +6.0% | -1.8% | +7.8% | +6.4% |
| 3M | -19.7% | -8.2% | -11.4% | -18.3% |
| 6M | -10.4% | -19.5% | +9.1% | -8.7% |
| YTD | +33.3% | -16.0% | +49.2% | +36.7% |
| All | +33.8% | -26.5% | +60.3% | +27.5% |
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