+828.4%
SPYM vs TFC
+166.1%
+662.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +0.1% | -1.3% | +1.4% | +0.4% |
| 3M | +2.0% | +6.1% | -4.0% | -0.1% |
| 6M | +13.1% | +7.3% | +5.7% | +10.1% |
| YTD | +13.6% | +8.2% | +5.4% | +10.2% |
| 1Y | +20.1% | +14.4% | +5.6% | +14.3% |
| 3Y | +77.6% | +93.7% | -16.2% | +41.6% |
| 5Y | +82.5% | +16.4% | +66.2% | +65.7% |
| 10Y | +317.6% | +101.6% | +216.0% | +203.9% |
| All | +828.4% | +166.1% | +662.3% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling