+78.9%
SPYM vs TFC
+98.6%
-19.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.1% |
| 7D | +0.6% | +2.2% | -1.7% | -0.1% |
| 30D | -0.9% | -2.5% | +1.6% | -0.2% |
| 3M | +3.9% | +4.5% | -0.6% | +2.1% |
| 6M | +14.5% | +11.0% | +3.6% | +10.2% |
| YTD | +13.0% | +5.9% | +7.1% | +10.1% |
| 1Y | +19.4% | +14.6% | +4.9% | +13.1% |
| 3Y | +78.9% | +96.7% | -17.9% | +46.0% |
| All | +78.9% | +98.6% | -19.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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