+124.4%
SPMO vs TMF
-29.8%
+154.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | -14.1% | +16.3% | -30.4% | -14.5% |
| 3M | -13.1% | -2.7% | -10.4% | -13.0% |
| 6M | -9.4% | -13.2% | +3.8% | -9.0% |
| YTD | +9.5% | -16.7% | +26.2% | +10.0% |
| 1Y | +10.5% | -22.7% | +33.2% | +11.0% |
| 3Y | +124.4% | -26.1% | +150.5% | +121.0% |
| All | +124.4% | -29.8% | +154.2% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling