+6.0%
TMAT vs SPY
+115.5%
-109.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.2% |
| 7D | -3.5% | -0.6% | -2.9% | -2.4% |
| 30D | -14.4% | -3.7% | -10.7% | -9.0% |
| 3M | -11.9% | -2.7% | -9.2% | -7.7% |
| 6M | -6.7% | +2.2% | -8.9% | -8.6% |
| YTD | +4.1% | +10.8% | -6.7% | -9.1% |
| 1Y | -5.0% | +11.2% | -16.2% | -17.4% |
| 3Y | +90.3% | +76.5% | +13.8% | -11.8% |
| 5Y | +11.9% | +72.9% | -61.0% | -45.3% |
| All | +6.0% | +115.5% | -109.5% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling