+10.4%
TMAT vs SPY
+74.0%
-63.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +9.8% | +3.3% | +6.5% | +4.8% |
| 30D | -10.5% | -2.7% | -7.9% | -6.4% |
| 3M | -12.3% | -1.7% | -10.5% | -9.4% |
| 6M | -6.4% | +3.1% | -9.5% | -9.4% |
| YTD | +5.6% | +11.9% | -6.3% | -9.2% |
| 1Y | -1.2% | +12.0% | -13.2% | -15.0% |
| 3Y | +93.0% | +78.2% | +14.9% | -12.1% |
| 5Y | +10.4% | +73.2% | -62.8% | -46.7% |
| All | +10.4% | +74.0% | -63.6% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling