+187.7%
TFPM vs SPY
+99.0%
+88.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.2% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | +0.8% | -2.4% | +3.1% | +2.1% |
| 3M | -1.7% | -1.2% | -0.6% | -1.1% |
| 6M | -11.4% | +3.3% | -14.7% | -12.6% |
| YTD | -5.1% | +12.3% | -17.4% | -10.0% |
| 1Y | +3.9% | +12.4% | -8.5% | -1.4% |
| 3Y | +169.3% | +78.8% | +90.5% | +109.3% |
| All | +187.7% | +99.0% | +88.7% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling