-84.3%
TMF vs SPY
+312.9%
-397.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | +1.2% | -2.7% | +3.9% | +0.3% |
| 30D | +19.7% | -5.4% | +25.1% | +17.7% |
| 3M | -2.1% | -4.1% | +2.0% | -3.4% |
| 6M | -13.4% | +0.7% | -14.2% | -13.3% |
| YTD | -16.7% | +8.7% | -25.4% | -14.4% |
| 1Y | -23.3% | +10.9% | -34.2% | -20.6% |
| 3Y | -24.8% | +75.0% | -99.8% | -5.3% |
| 5Y | -88.0% | +67.8% | -155.8% | -85.8% |
| All | -84.3% | +312.9% | -397.2% | -45.2% |
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