-82.1%
TMF vs SPY
+307.0%
-389.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -9.3% | +2.6% | -11.9% | -8.5% |
| 30D | +1.9% | -2.0% | +3.9% | +1.3% |
| 3M | -11.2% | -2.8% | -8.4% | -12.0% |
| 6M | -17.7% | +2.1% | -19.9% | -17.2% |
| YTD | -24.5% | +11.5% | -35.9% | -21.7% |
| 1Y | -29.4% | +13.5% | -42.9% | -26.4% |
| 3Y | -33.4% | +77.7% | -111.1% | -16.0% |
| 5Y | -88.7% | +72.6% | -161.3% | -86.5% |
| All | -82.1% | +307.0% | -389.1% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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