+8.6%
TMAT vs SPY
+118.4%
-109.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +0.5% |
| 7D | +1.0% | -0.9% | +1.9% | +2.8% |
| 30D | -10.0% | -2.4% | -7.7% | -6.3% |
| 3M | -10.2% | -1.2% | -9.0% | -8.1% |
| 6M | -6.5% | +3.3% | -9.8% | -9.8% |
| YTD | +6.7% | +12.3% | -5.6% | -8.6% |
| 1Y | -1.5% | +12.4% | -13.9% | -15.7% |
| 3Y | +95.0% | +78.8% | +16.2% | -11.3% |
| 5Y | +12.8% | +75.2% | -62.3% | -45.8% |
| All | +8.6% | +118.4% | -109.7% | -64.2% |
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