+573.2%
SPMO vs TMF
-80.9%
+654.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +2.0% | -1.4% | +3.4% | +1.9% |
| 30D | -0.4% | -2.8% | +2.5% | -0.5% |
| 3M | -1.9% | -10.9% | +9.0% | -2.5% |
| 6M | +25.0% | -21.3% | +46.4% | +23.3% |
| YTD | +26.0% | -15.9% | +41.9% | +24.9% |
| 1Y | +28.7% | -15.7% | +44.4% | +27.6% |
| 3Y | +160.9% | -43.4% | +204.3% | +153.8% |
| 5Y | +147.9% | -87.8% | +235.7% | +110.0% |
| 10Y | +518.9% | -86.7% | +605.7% | +452.3% |
| All | +573.2% | -80.9% | +654.1% | +505.6% |
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