+254.8%
SPOT vs TMF
-80.7%
+335.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.9% | +1.0% | -3.8% | -2.8% |
| 30D | +8.3% | -1.8% | +10.1% | +8.3% |
| 3M | +5.1% | -8.2% | +13.3% | +5.0% |
| 6M | -6.5% | -19.5% | +13.0% | -6.7% |
| YTD | -9.0% | -16.0% | +7.0% | -9.1% |
| 1Y | -26.4% | -22.5% | -3.9% | -26.6% |
| 3Y | +240.0% | -42.3% | +282.3% | +237.4% |
| 5Y | +111.7% | -87.7% | +199.4% | +93.4% |
| All | +254.8% | -80.7% | +335.4% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling