+1,410.4%
TSM vs TMF
-84.4%
+1,494.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -7.6% | +1.2% | -8.8% | -7.5% |
| 30D | -20.5% | +19.7% | -40.2% | -19.6% |
| 3M | -10.0% | -2.1% | -7.9% | -10.0% |
| 6M | -10.1% | -13.4% | +3.4% | -10.7% |
| YTD | +24.5% | -16.7% | +41.3% | +23.4% |
| 1Y | +31.2% | -23.3% | +54.5% | +29.2% |
| 3Y | +322.0% | -24.8% | +346.8% | +319.5% |
| 5Y | +245.3% | -88.0% | +333.3% | +184.3% |
| All | +1,410.4% | -84.4% | +1,494.8% | +1,312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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