-45.4%
TMF vs SARO
-22.5%
-23.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -5.1% | -3.1% | -2.0% | -4.8% |
| 30D | -4.6% | -12.2% | +7.6% | -3.4% |
| 3M | -16.6% | -7.4% | -9.2% | -15.9% |
| 6M | -19.9% | -15.3% | -4.6% | -19.0% |
| YTD | -20.2% | -16.2% | -4.0% | -19.3% |
| 1Y | -27.7% | -12.1% | -15.6% | -27.1% |
| All | -45.4% | -22.5% | -23.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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