+75.2%
SPY vs TMF
-88.3%
+163.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -3.4% | +2.4% | -0.8% |
| 30D | -2.4% | +11.5% | -13.9% | -2.7% |
| 3M | -1.2% | -4.5% | +3.4% | -1.0% |
| 6M | +3.3% | -15.0% | +18.3% | +3.8% |
| YTD | +12.3% | -19.9% | +32.1% | +13.0% |
| 1Y | +12.4% | -26.6% | +39.0% | +13.4% |
| 3Y | +78.8% | -29.8% | +108.6% | +79.4% |
| 5Y | +75.2% | -88.2% | +163.4% | +62.2% |
| All | +75.2% | -88.3% | +163.5% | +62.2% |
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