+483.9%
SPMO vs TMF
-81.8%
+565.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.4% |
| 7D | -2.6% | -1.1% | -1.6% | -2.7% |
| 30D | -14.2% | +11.8% | -26.0% | -13.7% |
| 3M | -12.7% | -4.0% | -8.6% | -12.8% |
| 6M | -9.6% | -16.5% | +7.0% | -10.4% |
| YTD | +9.3% | -19.9% | +29.2% | +8.1% |
| 1Y | +8.2% | -25.6% | +33.8% | +6.5% |
| 3Y | +119.4% | -29.9% | +149.3% | +117.4% |
| 5Y | +112.5% | -88.2% | +200.7% | +79.4% |
| 10Y | +449.2% | -81.7% | +530.9% | +388.9% |
| All | +483.9% | -81.8% | +565.7% | +424.2% |
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