-11.3%
TSN vs TMF
-87.2%
+75.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -6.3% | -1.4% | -4.9% | -6.3% |
| 30D | -10.8% | -2.8% | -8.0% | -10.8% |
| 3M | -8.8% | -10.9% | +2.2% | -8.9% |
| 6M | -16.8% | -21.3% | +4.5% | -17.1% |
| YTD | -10.0% | -15.9% | +5.9% | -10.2% |
| 1Y | -5.3% | -15.7% | +10.5% | -5.4% |
| 3Y | +8.5% | -43.4% | +51.9% | +7.6% |
| 5Y | -22.9% | -87.8% | +64.8% | -29.6% |
| All | -11.3% | -87.2% | +75.9% | -17.2% |
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