+1,641.8%
TSM vs TMF
-81.8%
+1,723.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +4.4% | -3.4% | +7.8% | +4.2% |
| 30D | -7.0% | +11.5% | -18.5% | -6.3% |
| 3M | -1.8% | -4.5% | +2.7% | -1.9% |
| 6M | +2.7% | -15.0% | +17.7% | +1.8% |
| YTD | +37.1% | -19.9% | +56.9% | +35.4% |
| 1Y | +43.5% | -26.6% | +70.0% | +40.9% |
| 3Y | +341.5% | -29.8% | +371.3% | +336.6% |
| 5Y | +278.9% | -88.2% | +367.1% | +209.2% |
| 10Y | +1,641.8% | -81.4% | +1,723.2% | +1,461.0% |
| All | +1,641.8% | -81.8% | +1,723.6% | +1,461.0% |
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