+7,067.1%
TSM vs TMF
-71.6%
+7,138.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -2.4% |
| 7D | +14.8% | -8.2% | +23.0% | +13.8% |
| 30D | -8.9% | +5.3% | -14.2% | -8.2% |
| 3M | -5.3% | -8.5% | +3.2% | -6.0% |
| 6M | +2.6% | -17.2% | +19.8% | +0.6% |
| YTD | +34.5% | -23.4% | +57.9% | +30.8% |
| 1Y | +41.0% | -30.2% | +71.2% | +35.7% |
| 3Y | +333.1% | -32.9% | +366.1% | +322.8% |
| 5Y | +270.1% | -88.5% | +358.6% | +187.2% |
| 10Y | +1,608.7% | -82.2% | +1,690.9% | +1,435.6% |
| All | +7,067.1% | -71.6% | +7,138.8% | +8,833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling