+87.0%
SPYM vs TLN
+602.5%
-515.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -0.9% |
| 7D | +0.6% | +10.9% | -10.3% | -0.7% |
| 30D | -0.9% | -6.3% | +5.4% | -0.3% |
| 3M | +3.9% | -10.7% | +14.6% | +4.9% |
| 6M | +14.5% | +1.6% | +12.9% | +13.2% |
| YTD | +13.0% | -13.1% | +26.1% | +13.3% |
| 1Y | +19.4% | -15.1% | +34.5% | +19.8% |
| 3Y | +78.9% | +495.0% | -416.1% | +37.5% |
| All | +87.0% | +602.5% | -515.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling