-48.4%
TMF vs SARO
-10.5%
-37.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -9.3% | +0.4% | -9.6% | -9.3% |
| 30D | +1.9% | +40.3% | -38.4% | -2.2% |
| 3M | -11.2% | +2.2% | -13.5% | -12.0% |
| 6M | -17.7% | +3.7% | -21.4% | -18.6% |
| YTD | -24.5% | -3.3% | -21.1% | -25.2% |
| 1Y | -29.4% | +8.4% | -37.8% | -30.4% |
| All | -48.4% | -10.5% | -37.8% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling