+501.7%
SPCX vs TMF
-38.6%
+540.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.9% |
| 7D | +4.2% | +0.6% | +3.6% | +5.0% |
| 30D | -12.6% | +16.3% | -28.9% | +0.4% |
| 3M | +6.7% | -2.7% | +9.4% | +5.5% |
| 6M | +546.4% | -15.1% | +561.4% | +471.4% |
| YTD | +552.1% | -16.7% | +568.8% | +476.5% |
| 1Y | +453.2% | -22.7% | +475.9% | +388.7% |
| All | +501.7% | -38.6% | +540.3% | +438.6% |
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