-68.7%
TMF vs SNY
+234.9%
-303.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.8% |
| 7D | +1.0% | -2.7% | +3.7% | +0.1% |
| 30D | -1.8% | -0.7% | -1.2% | -2.1% |
| 3M | -8.2% | -1.6% | -6.6% | -8.7% |
| 6M | -19.5% | +2.3% | -21.8% | -18.9% |
| YTD | -16.0% | -6.0% | -10.0% | -17.6% |
| 1Y | -22.5% | -2.7% | -19.8% | -23.0% |
| 3Y | -42.3% | -7.5% | -34.8% | -43.5% |
| 5Y | -87.7% | +6.7% | -94.4% | -87.1% |
| 10Y | -86.5% | +62.3% | -148.8% | -80.7% |
| All | -68.7% | +234.9% | -303.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling