+76.2%
SPYM vs TPR
+389.0%
-312.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.7% | +14.2% | -16.9% | -4.9% |
| 30D | -5.4% | +17.1% | -22.4% | -8.0% |
| 3M | -4.1% | -17.7% | +13.6% | -1.2% |
| 6M | +0.8% | -10.2% | +10.9% | +1.7% |
| YTD | +8.8% | +4.9% | +3.9% | +6.0% |
| 1Y | +11.0% | +36.1% | -25.2% | +2.5% |
| All | +76.2% | +389.0% | -312.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling