+1,083.0%
SPY vs TMF
-70.3%
+1,153.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.7% |
| 30D | -3.7% | +11.8% | -15.5% | -2.4% |
| 3M | -2.7% | -4.0% | +1.3% | -3.1% |
| 6M | +2.2% | -16.5% | +18.7% | +0.3% |
| YTD | +10.8% | -19.9% | +30.7% | +8.4% |
| 1Y | +11.2% | -25.6% | +36.8% | +7.9% |
| 3Y | +76.5% | -29.9% | +106.4% | +73.0% |
| 5Y | +72.9% | -88.2% | +161.2% | +33.7% |
| 10Y | +304.8% | -81.7% | +386.5% | +264.2% |
| All | +1,083.0% | -70.3% | +1,153.4% | +1,243.7% |
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