-3.2%
TSN vs TMF
-21.2%
+18.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | -9.1% | -1.8% | -7.2% | -9.0% |
| 3M | -7.4% | -8.2% | +0.8% | -7.1% |
| 6M | -13.4% | -19.5% | +6.1% | -12.5% |
| YTD | -8.5% | -16.0% | +7.5% | -7.4% |
| 1Y | -3.2% | -22.5% | +19.3% | -0.9% |
| All | -3.2% | -21.2% | +18.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling