-99.5%
SPXU vs TMF
-81.8%
-17.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.8% |
| 7D | -9.4% | -8.2% | -1.2% | -8.1% |
| 30D | +7.4% | +5.3% | +2.1% | +6.4% |
| 3M | +6.2% | -8.5% | +14.6% | +7.4% |
| 6M | -7.2% | -17.2% | +10.0% | -4.9% |
| YTD | -26.8% | -23.4% | -3.4% | -24.2% |
| 1Y | -26.3% | -30.2% | +4.0% | -22.4% |
| 3Y | -80.6% | -32.9% | -47.7% | -80.5% |
| 5Y | -83.6% | -88.5% | +5.0% | -71.8% |
| All | -99.5% | -81.8% | -17.7% | -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