-42.5%
TMF vs SARO
-20.0%
-22.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -2.8% | -20.0% | +17.2% | -0.7% |
| 3M | -10.9% | -2.9% | -8.0% | -10.6% |
| 6M | -21.3% | -17.7% | -3.7% | -20.6% |
| YTD | -15.9% | -13.5% | -2.4% | -15.2% |
| 1Y | -15.7% | -9.7% | -6.0% | -15.3% |
| All | -42.5% | -20.0% | -22.5% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling