+210.9%
TFPM vs SPY
+99.2%
+111.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +6.1% | -1.4% | +7.5% | +6.9% |
| 3M | +22.0% | +3.7% | +18.3% | +19.7% |
| 6M | -12.7% | +13.0% | -25.7% | -17.5% |
| YTD | +2.6% | +12.4% | -9.8% | -2.8% |
| 1Y | +19.2% | +18.5% | +0.7% | +10.7% |
| 3Y | +168.0% | +77.6% | +90.4% | +108.5% |
| All | +210.9% | +99.2% | +111.7% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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