-100.0%
SPXU vs TMF
-58.8%
-41.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | -7.6% | -9.3% | +1.7% | -4.7% |
| 30D | +5.3% | +1.9% | +3.4% | +4.4% |
| 3M | +9.6% | -11.2% | +20.9% | +13.2% |
| 6M | -4.5% | -17.7% | +13.2% | +0.3% |
| YTD | -25.9% | -24.5% | -1.4% | -20.7% |
| 1Y | -28.9% | -29.4% | +0.6% | -22.3% |
| 3Y | -80.5% | -33.4% | -47.0% | -80.3% |
| 5Y | -83.4% | -88.7% | +5.3% | -69.2% |
| 10Y | -99.5% | -82.5% | -17.0% | -99.3% |
| All | -100.0% | -58.8% | -41.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling