+314.7%
SPYM vs TMF
-86.8%
+401.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.6% |
| 30D | -0.9% | -1.8% | +0.9% | -1.0% |
| 3M | +3.9% | -8.2% | +12.1% | +3.4% |
| 6M | +14.5% | -19.5% | +34.0% | +13.1% |
| YTD | +13.0% | -16.0% | +29.0% | +11.9% |
| 1Y | +19.4% | -22.5% | +41.9% | +17.8% |
| 3Y | +78.9% | -42.3% | +121.1% | +74.1% |
| 5Y | +82.3% | -87.7% | +170.0% | +48.2% |
| 10Y | +314.7% | -86.5% | +401.2% | +280.4% |
| All | +314.7% | -86.8% | +401.5% | +280.4% |
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