+25.6%
TM vs SPY
+74.0%
-48.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -3.9% | +3.3% | -7.2% | -6.2% |
| 30D | +11.1% | -2.7% | +13.8% | +12.9% |
| 3M | +11.4% | -1.7% | +13.1% | +12.3% |
| 6M | +15.4% | +3.1% | +12.3% | +11.8% |
| YTD | -2.0% | +11.9% | -13.9% | -11.2% |
| 1Y | +1.2% | +12.0% | -10.8% | -8.4% |
| 3Y | +17.3% | +78.2% | -60.9% | -25.9% |
| 5Y | +25.6% | +73.2% | -47.7% | -19.8% |
| All | +25.6% | +74.0% | -48.5% | -19.8% |
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