+1,709.2%
TSM vs TMF
-87.2%
+1,796.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +2.7% | -1.4% | +4.2% | +2.6% |
| 30D | +3.6% | -2.8% | +6.4% | +3.5% |
| 3M | -3.4% | -10.9% | +7.5% | -4.0% |
| 6M | +20.6% | -21.3% | +41.9% | +18.9% |
| YTD | +41.9% | -15.9% | +57.7% | +40.5% |
| 1Y | +84.4% | -15.7% | +100.1% | +82.8% |
| 3Y | +380.2% | -43.4% | +423.6% | +367.2% |
| 5Y | +275.3% | -87.8% | +363.1% | +212.1% |
| All | +1,709.2% | -87.2% | +1,796.4% | +1,631.5% |
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