-83.5%
SPXU vs TMF
-88.9%
+5.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.4% |
| 30D | +10.9% | +11.8% | -0.9% | +12.2% |
| 3M | +9.6% | -4.0% | +13.7% | +9.3% |
| 6M | -4.7% | -16.5% | +11.9% | -6.0% |
| YTD | -24.6% | -19.9% | -4.7% | -25.7% |
| 1Y | -24.7% | -25.6% | +0.8% | -26.2% |
| 3Y | -80.0% | -29.9% | -50.2% | -80.1% |
| 5Y | -83.5% | -88.2% | +4.8% | -78.9% |
| All | -83.5% | -88.9% | +5.4% | -78.9% |
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 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