+85.0%
SPYM vs TLN
+571.8%
-486.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -2.0% | +2.0% | -3.9% | -2.2% |
| 30D | -1.6% | -12.9% | +11.3% | 0.0% |
| 3M | +4.7% | -7.4% | +12.2% | +5.2% |
| 6M | +12.6% | -6.0% | +18.6% | +12.3% |
| YTD | +11.8% | -16.9% | +28.7% | +12.7% |
| 1Y | +17.5% | -22.6% | +40.2% | +19.3% |
| 3Y | +77.0% | +469.0% | -392.1% | +36.8% |
| All | +85.0% | +571.8% | -486.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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