-86.5%
TMF vs SNY
+64.5%
-151.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.1% | -3.3% | -1.8% | -5.1% |
| 30D | -4.6% | -2.2% | -2.4% | -4.6% |
| 3M | -16.6% | -3.0% | -13.5% | -16.6% |
| 6M | -19.9% | +2.7% | -22.6% | -19.8% |
| YTD | -20.2% | -6.8% | -13.3% | -20.3% |
| 1Y | -27.7% | -5.3% | -22.5% | -27.8% |
| 3Y | -43.9% | -9.8% | -34.1% | -44.2% |
| 5Y | -88.4% | +9.7% | -98.1% | -87.9% |
| All | -86.5% | +64.5% | -151.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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