+0.8%
TFC vs SPMO
+114.1%
-113.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.2% |
| 7D | +2.3% | +6.3% | -4.1% | -1.8% |
| 30D | +10.8% | -8.9% | +19.7% | +16.9% |
| 3M | -3.8% | -13.2% | +9.5% | +4.7% |
| 6M | +9.6% | -9.3% | +18.8% | +12.3% |
| YTD | +5.8% | +11.6% | -5.8% | -9.6% |
| 1Y | +16.2% | +13.4% | +2.8% | -2.3% |
| 3Y | +96.0% | +122.9% | -26.9% | -16.5% |
| All | +0.8% | +114.1% | -113.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling