+818.1%
SPYM vs TFC
+158.9%
+659.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.5% |
| 30D | -2.4% | +7.8% | -10.1% | -4.6% |
| 3M | -1.1% | -3.0% | +1.8% | -0.4% |
| 6M | +3.3% | +5.8% | -2.5% | +1.1% |
| YTD | +12.4% | +5.3% | +7.1% | +9.8% |
| 1Y | +12.5% | +15.7% | -3.1% | +6.8% |
| 3Y | +79.1% | +94.8% | -15.7% | +42.9% |
| 5Y | +75.7% | 0.0% | +75.7% | +67.0% |
| 10Y | +313.9% | +79.0% | +234.8% | +211.4% |
| All | +818.1% | +158.9% | +659.2% | +467.6% |
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