+210.2%
TFPM vs SPY
+100.1%
+110.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | +3.9% | -0.9% | +4.8% | +4.4% |
| 3M | +19.0% | +3.9% | +15.2% | +16.7% |
| 6M | -12.3% | +14.5% | -26.8% | -17.7% |
| YTD | +2.3% | +12.9% | -10.6% | -3.3% |
| 1Y | +18.1% | +19.4% | -1.2% | +9.3% |
| 3Y | +167.5% | +78.5% | +89.0% | +107.6% |
| All | +210.2% | +100.1% | +110.1% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling