+6.4%
TMAT vs SPY
+116.3%
-110.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +2.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.3% |
| 30D | -14.1% | -3.3% | -10.8% | -9.2% |
| 3M | -11.8% | -2.4% | -9.4% | -8.0% |
| 6M | -6.4% | +2.6% | -9.0% | -8.8% |
| YTD | +4.5% | +11.2% | -6.8% | -9.3% |
| 1Y | -2.4% | +13.4% | -15.8% | -17.4% |
| 3Y | +93.3% | +79.9% | +13.4% | -12.8% |
| 5Y | +9.2% | +72.2% | -63.0% | -46.3% |
| All | +6.4% | +116.3% | -110.0% | -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