-18.0%
TSN vs TMF
-88.6%
+70.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.4% | -9.3% | +7.8% | -1.0% |
| 30D | +8.5% | +1.9% | +6.6% | +8.4% |
| 3M | +5.3% | -11.2% | +16.5% | +5.7% |
| 6M | -10.5% | -17.7% | +7.2% | -9.9% |
| YTD | +3.0% | -24.5% | +27.4% | +4.0% |
| 1Y | +12.1% | -29.4% | +41.6% | +13.5% |
| 3Y | +43.1% | -33.4% | +76.5% | +44.9% |
| All | -18.0% | -88.6% | +70.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling