+73.2%
SPY vs TMF
-88.7%
+162.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | -0.2% |
| 7D | +3.3% | -8.2% | +11.5% | +3.6% |
| 30D | -2.7% | +5.3% | -8.0% | -2.9% |
| 3M | -1.7% | -8.5% | +6.7% | -1.5% |
| 6M | +3.1% | -17.2% | +20.3% | +3.7% |
| YTD | +11.9% | -23.4% | +35.3% | +12.8% |
| 1Y | +12.0% | -30.2% | +42.2% | +13.1% |
| 3Y | +78.2% | -32.9% | +111.1% | +79.0% |
| 5Y | +73.2% | -88.5% | +161.8% | +61.2% |
| All | +73.2% | -88.7% | +162.0% | +61.2% |
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