+113.0%
SPOT vs TMF
-87.5%
+200.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.2% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +12.5% | -2.8% | +15.3% | +12.6% |
| 3M | +9.9% | -10.9% | +20.8% | +10.4% |
| 6M | +1.6% | -21.3% | +22.9% | +2.5% |
| YTD | -6.6% | -15.9% | +9.3% | -6.0% |
| 1Y | -22.9% | -15.7% | -7.2% | -22.5% |
| 3Y | +244.3% | -43.4% | +287.6% | +247.9% |
| All | +113.0% | -87.5% | +200.5% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling