-0.3%
SPOT vs TMF
-23.9%
+23.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.1% |
| 7D | +16.6% | +4.0% | +12.6% | +15.6% |
| 30D | +29.9% | +19.5% | +10.5% | +26.9% |
| 3M | +31.3% | -3.5% | +34.8% | +30.3% |
| 6M | +43.2% | -10.6% | +53.8% | +42.2% |
| YTD | +8.1% | -17.1% | +25.2% | +8.7% |
| 1Y | -0.3% | -24.3% | +23.9% | +2.5% |
| All | -0.3% | -23.9% | +23.6% | +2.5% |
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