+485.0%
SPMO vs TMF
-81.1%
+566.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -13.1% | -2.7% | -10.4% | -13.1% |
| 6M | -9.4% | -13.2% | +3.8% | -10.0% |
| YTD | +9.5% | -16.7% | +26.2% | +8.5% |
| 1Y | +10.5% | -22.7% | +33.2% | +9.0% |
| 3Y | +124.4% | -26.1% | +150.5% | +123.0% |
| 5Y | +110.5% | -88.4% | +198.9% | +77.0% |
| 10Y | +450.3% | -81.8% | +532.1% | +391.0% |
| All | +485.0% | -81.1% | +566.1% | +426.4% |
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