+2.6%
TMAT vs SPY
+67.4%
-64.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.2% |
| 7D | -9.6% | -2.7% | -6.9% | -5.6% |
| 30D | -18.7% | -5.4% | -13.3% | -11.3% |
| 3M | -14.7% | -4.1% | -10.7% | -8.8% |
| 6M | -11.1% | +0.7% | -11.8% | -11.0% |
| YTD | -1.3% | +8.7% | -9.9% | -11.4% |
| 1Y | -7.6% | +10.9% | -18.5% | -19.4% |
| 3Y | +82.4% | +75.0% | +7.4% | -14.8% |
| All | +2.6% | +67.4% | -64.7% | -47.9% |
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