+198.4%
SPYM vs TW
+211.4%
-13.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +0.2% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +3.9% | +4.9% | -1.0% | +1.9% |
| 6M | +14.5% | -17.1% | +31.7% | +19.6% |
| YTD | +13.0% | -3.9% | +16.8% | +12.5% |
| 1Y | +19.4% | -13.3% | +32.7% | +22.4% |
| 3Y | +78.9% | +20.9% | +58.0% | +61.7% |
| 5Y | +82.3% | +20.5% | +61.8% | +61.1% |
| All | +198.4% | +211.4% | -13.0% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling