-68.7%
TMF vs SPY
+1,120.1%
-1,188.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | -10.9% | +2.0% | -12.9% | -9.8% |
| 6M | -21.3% | +13.0% | -34.3% | -14.2% |
| YTD | -15.9% | +13.5% | -29.4% | -7.9% |
| 1Y | -15.7% | +20.0% | -35.7% | -3.6% |
| 3Y | -43.4% | +77.2% | -120.5% | -11.4% |
| 5Y | -87.8% | +81.9% | -169.6% | -80.9% |
| 10Y | -86.7% | +314.1% | -400.8% | -33.4% |
| All | -68.7% | +1,120.1% | -1,188.7% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling