+14.8%
TM vs SPY
+2.1%
+12.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.4% | +13.8% | +9.4% |
| 7D | +10.9% | -4.7% | +15.7% | +11.1% |
| 30D | +17.5% | -5.9% | +23.5% | +18.6% |
| 3M | +17.3% | -4.5% | +21.9% | +17.2% |
| 6M | +14.8% | +1.8% | +13.0% | +7.1% |
| All | +14.8% | +2.1% | +12.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling