+1,598.5%
TSM vs TMF
-82.2%
+1,680.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.8% |
| 7D | -2.1% | -1.1% | -1.0% | -2.1% |
| 30D | -12.5% | +11.8% | -24.3% | -11.9% |
| 3M | -5.0% | -4.0% | -1.0% | -5.1% |
| 6M | -3.2% | -16.5% | +13.3% | -4.1% |
| YTD | +31.5% | -19.9% | +51.4% | +29.9% |
| 1Y | +35.7% | -25.6% | +61.3% | +33.4% |
| 3Y | +323.5% | -29.9% | +353.4% | +318.8% |
| 5Y | +263.4% | -88.2% | +351.6% | +196.3% |
| 10Y | +1,598.5% | -81.7% | +1,680.2% | +1,432.6% |
| All | +1,598.5% | -82.2% | +1,680.7% | +1,432.6% |
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