+460.5%
SPMO vs TMF
-82.1%
+542.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.7% |
| 7D | +6.3% | -9.3% | +15.6% | +5.7% |
| 30D | -8.9% | +1.9% | -10.8% | -8.7% |
| 3M | -13.2% | -11.2% | -2.0% | -13.8% |
| 6M | -9.3% | -17.7% | +8.4% | -10.2% |
| YTD | +11.6% | -24.5% | +36.0% | +9.8% |
| 1Y | +13.4% | -29.4% | +42.8% | +11.1% |
| 3Y | +122.9% | -33.4% | +156.3% | +120.0% |
| 5Y | +113.9% | -88.7% | +202.6% | +75.7% |
| All | +460.5% | -82.1% | +542.6% | +407.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling