+68.8%
SPYM vs TPR
+255.4%
-186.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.7% | +14.2% | -16.9% | -5.6% |
| 30D | -5.4% | +17.1% | -22.4% | -8.7% |
| 3M | -4.1% | -17.7% | +13.6% | -0.6% |
| 6M | +0.8% | -10.2% | +10.9% | +1.8% |
| YTD | +8.8% | +4.9% | +3.9% | +5.4% |
| 1Y | +11.0% | +36.1% | -25.2% | +0.7% |
| 3Y | +75.5% | +416.5% | -341.0% | +8.7% |
| All | +68.8% | +255.4% | -186.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling