+322.9%
SPYM vs TPR
+299.5%
+23.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | -0.4% | -7.3% | +7.0% | +1.4% |
| 30D | -1.4% | -30.7% | +29.4% | +6.7% |
| 3M | +3.7% | -21.6% | +25.3% | +8.8% |
| 6M | +13.0% | -21.3% | +34.4% | +17.9% |
| YTD | +12.5% | -10.2% | +22.6% | +13.3% |
| 1Y | +18.6% | +9.5% | +9.1% | +13.5% |
| 3Y | +78.0% | +280.8% | -202.8% | +22.4% |
| 5Y | +82.3% | +218.7% | -136.4% | +26.8% |
| 10Y | +322.9% | +306.7% | +16.2% | +144.0% |
| All | +322.9% | +299.5% | +23.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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