+93.7%
TFC vs SPMO
+154.5%
-60.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | +2.1% | +2.8% | -0.7% | -1.5% |
| 6M | +10.1% | +24.4% | -14.3% | -8.2% |
| YTD | +5.4% | +24.2% | -18.7% | -12.0% |
| 1Y | +16.3% | +24.5% | -8.2% | -3.3% |
| All | +93.7% | +154.5% | -60.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling