-2.1%
TMAT vs SPY
+110.7%
-112.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.4% | -4.5% | -2.4% |
| 7D | -16.0% | -4.7% | -11.3% | -9.5% |
| 30D | -22.4% | -5.9% | -16.5% | -14.7% |
| 3M | -17.5% | -4.5% | -13.0% | -11.2% |
| 6M | -11.3% | +1.8% | -13.1% | -12.6% |
| YTD | -3.8% | +8.3% | -12.1% | -13.2% |
| 1Y | -12.3% | +9.3% | -21.6% | -21.8% |
| 3Y | +75.1% | +74.9% | +0.3% | -17.7% |
| 5Y | +1.2% | +67.3% | -66.1% | -48.1% |
| All | -2.1% | +110.7% | -112.7% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling