-100.0%
SPXU vs TMF
-54.2%
-45.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | +0.8% | -2.8% | +3.7% | +1.6% |
| 3M | -4.7% | -10.9% | +6.2% | -1.7% |
| 6M | -29.6% | -21.3% | -8.3% | -25.0% |
| YTD | -29.9% | -15.9% | -14.0% | -27.2% |
| 1Y | -39.1% | -15.7% | -23.3% | -37.1% |
| 3Y | -80.0% | -43.4% | -36.6% | -78.7% |
| 5Y | -86.0% | -87.8% | +1.7% | -74.9% |
| 10Y | -99.5% | -86.7% | -12.8% | -99.2% |
| All | -100.0% | -54.2% | -45.8% | -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