+13.4%
SPMO vs TMF
-30.5%
+43.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +6.3% | -9.3% | +15.6% | +7.5% |
| 30D | -8.9% | +1.9% | -10.8% | -9.7% |
| 3M | -13.2% | -11.2% | -2.0% | -11.4% |
| 6M | -9.3% | -17.7% | +8.4% | -5.8% |
| YTD | +11.6% | -24.5% | +36.0% | +16.8% |
| 1Y | +13.4% | -29.4% | +42.8% | +20.7% |
| All | +13.4% | -30.5% | +43.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling