-64.8%
SPCH vs TMF
-12.9%
-51.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.2% | +17.0% | +16.8% |
| 7D | -3.0% | +1.2% | -4.2% | -2.9% |
| 30D | -39.8% | +19.7% | -59.6% | -43.7% |
| 3M | +16.8% | -2.1% | +18.9% | +31.3% |
| All | -64.8% | -12.9% | -51.9% | -51.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling