+664.1%
TSN vs TMF
-69.2%
+733.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +4.6% | +1.2% | +3.4% | +4.7% |
| 30D | +15.4% | +19.7% | -4.3% | +16.8% |
| 3M | +2.9% | -2.1% | +5.0% | +2.8% |
| 6M | -10.8% | -13.4% | +2.7% | -11.6% |
| YTD | +4.5% | -16.7% | +21.2% | +3.4% |
| 1Y | +19.5% | -23.3% | +42.9% | +17.6% |
| 3Y | +42.2% | -24.8% | +67.0% | +41.3% |
| 5Y | -14.2% | -88.0% | +73.9% | -27.4% |
| 10Y | +15.4% | -84.7% | +100.1% | +4.8% |
| All | +664.1% | -69.2% | +733.3% | +758.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling