+399.8%
SPYG vs TMF
-81.8%
+481.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -3.4% | +1.8% | -1.7% |
| 30D | -7.2% | +11.5% | -18.7% | -6.7% |
| 3M | -4.6% | -4.5% | -0.1% | -4.8% |
| 6M | -1.2% | -15.0% | +13.7% | -1.9% |
| YTD | +9.3% | -19.9% | +29.1% | +8.3% |
| 1Y | +8.8% | -26.6% | +35.4% | +7.3% |
| 3Y | +93.3% | -29.8% | +123.1% | +91.8% |
| 5Y | +71.7% | -88.2% | +159.9% | +43.3% |
| 10Y | +399.8% | -81.4% | +481.2% | +357.4% |
| All | +399.8% | -81.8% | +481.6% | +357.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling