+1,112.0%
SPY vs TMF
-68.9%
+1,180.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.3% |
| 7D | +0.1% | -1.4% | +1.5% | 0.0% |
| 30D | +0.1% | -2.8% | +2.9% | -0.2% |
| 3M | +2.0% | -10.9% | +12.9% | +0.8% |
| 6M | +13.0% | -21.3% | +34.3% | +10.1% |
| YTD | +13.5% | -15.9% | +29.4% | +11.6% |
| 1Y | +20.0% | -15.7% | +35.7% | +18.0% |
| 3Y | +77.2% | -43.4% | +120.5% | +69.0% |
| 5Y | +81.9% | -87.8% | +169.6% | +41.4% |
| 10Y | +314.1% | -86.7% | +400.8% | +251.8% |
| All | +1,112.0% | -68.9% | +1,180.9% | +1,282.7% |
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