+1,121.7%
SPYM vs TMF
-68.9%
+1,190.6%
-33.9%
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% | +0.9% |
| 6M | +13.1% | -21.3% | +34.4% | +10.3% |
| YTD | +13.6% | -15.9% | +29.5% | +11.8% |
| 1Y | +20.1% | -15.7% | +35.8% | +18.3% |
| 3Y | +77.6% | -43.4% | +120.9% | +69.8% |
| 5Y | +82.5% | -87.8% | +170.3% | +43.9% |
| 10Y | +317.6% | -86.7% | +404.3% | +257.7% |
| All | +1,121.7% | -68.9% | +1,190.6% | +1,283.5% |
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