+1,481.9%
TM vs SPY
+3,067.3%
-1,585.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.4% |
| 7D | +0.6% | -0.8% | +1.3% | +1.1% |
| 30D | +5.3% | -1.1% | +6.4% | +6.1% |
| 3M | +13.3% | +3.9% | +9.4% | +10.2% |
| 6M | -10.2% | +13.6% | -23.8% | -18.0% |
| YTD | -7.4% | +12.7% | -20.1% | -14.9% |
| 1Y | +0.3% | +17.5% | -17.2% | -10.5% |
| 3Y | +17.3% | +76.9% | -59.6% | -21.2% |
| 5Y | +25.6% | +83.6% | -58.0% | -18.2% |
| 10Y | +114.8% | +320.7% | -205.9% | -23.2% |
| All | +1,481.9% | +3,067.3% | -1,585.4% | +137.1% |
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 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