+82.3%
SPYM vs TPR
+230.0%
-147.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.3% |
| 7D | +0.6% | -3.4% | +3.9% | +1.3% |
| 30D | -0.9% | -27.3% | +26.4% | +5.8% |
| 3M | +3.9% | -16.2% | +20.1% | +7.1% |
| 6M | +14.5% | -17.9% | +32.4% | +18.1% |
| YTD | +13.0% | -7.1% | +20.1% | +12.7% |
| 1Y | +19.4% | +13.6% | +5.8% | +12.9% |
| 3Y | +78.9% | +293.7% | -214.9% | +19.1% |
| 5Y | +82.3% | +239.1% | -156.8% | +21.6% |
| All | +82.3% | +230.0% | -147.6% | +21.6% |
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