+11.8%
TSN vs TMF
-83.0%
+94.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +4.9% | +0.6% | +4.3% | +4.9% |
| 30D | +12.1% | +16.3% | -4.3% | +12.3% |
| 3M | +4.1% | -2.7% | +6.8% | +4.1% |
| 6M | -10.9% | -13.2% | +2.3% | -11.1% |
| YTD | +4.8% | -16.7% | +21.5% | +4.6% |
| 1Y | +17.6% | -22.7% | +40.4% | +17.2% |
| 3Y | +43.2% | -26.1% | +69.3% | +43.3% |
| 5Y | -13.9% | -88.4% | +74.5% | -22.2% |
| 10Y | +11.8% | -81.8% | +93.7% | +0.4% |
| All | +11.8% | -83.0% | +94.9% | +0.4% |
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