-30.6%
SPXU vs TMF
-23.9%
-6.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.3% | -4.0% |
| 7D | +2.2% | +4.0% | -1.8% | +3.7% |
| 30D | +3.8% | +19.5% | -15.7% | +12.0% |
| 3M | +3.3% | -3.5% | +6.8% | +1.1% |
| 6M | -16.7% | -10.6% | -6.1% | -20.3% |
| YTD | -28.6% | -17.1% | -11.6% | -32.7% |
| 1Y | -30.6% | -24.3% | -6.3% | -35.9% |
| All | -30.6% | -23.9% | -6.7% | -35.9% |
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