-14.0%
TSN vs TMF
-88.0%
+74.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +4.6% | +1.2% | +3.4% | +4.6% |
| 30D | +15.4% | +19.7% | -4.3% | +14.6% |
| 3M | +2.9% | -2.1% | +5.0% | +2.9% |
| 6M | -10.8% | -13.4% | +2.7% | -10.4% |
| YTD | +4.5% | -16.7% | +21.2% | +5.0% |
| 1Y | +19.5% | -23.3% | +42.9% | +20.5% |
| 3Y | +42.2% | -24.8% | +67.0% | +43.3% |
| All | -14.0% | -88.0% | +74.0% | -18.2% |
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 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