+211.1%
TFPM vs SPY
+101.2%
+109.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +8.7% | +0.1% | +8.6% | +8.7% |
| 3M | +11.8% | +2.0% | +9.8% | +10.7% |
| 6M | -13.3% | +13.0% | -26.3% | -18.2% |
| YTD | +2.6% | +13.5% | -10.9% | -3.3% |
| 1Y | +26.4% | +20.0% | +6.5% | +16.7% |
| 3Y | +155.6% | +77.2% | +78.4% | +98.6% |
| All | +211.1% | +101.2% | +109.9% | +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 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