-99.5%
SPXU vs TMF
-86.4%
-13.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.3% | +2.4% |
| 7D | +6.4% | -4.8% | +11.1% | +7.2% |
| 30D | +5.9% | -4.9% | +10.9% | +6.7% |
| 3M | -11.7% | -13.4% | +1.7% | -9.8% |
| 6M | -28.7% | -23.0% | -5.6% | -25.9% |
| YTD | -26.4% | -20.2% | -6.2% | -24.2% |
| 1Y | -35.2% | -26.5% | -8.8% | -32.4% |
| 3Y | -79.8% | -45.2% | -34.6% | -78.7% |
| 5Y | -86.1% | -88.4% | +2.4% | -76.3% |
| All | -99.5% | -86.4% | -13.1% | -99.3% |
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