-54.5%
TMC vs SPY
+80.9%
-135.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.7% |
| 7D | -6.8% | -0.4% | -6.4% | -6.3% |
| 30D | -3.4% | -1.4% | -2.0% | -1.2% |
| 3M | -14.6% | +3.7% | -18.3% | -18.5% |
| 6M | -31.7% | +13.0% | -44.7% | -41.3% |
| YTD | -30.6% | +12.4% | -43.0% | -39.5% |
| 1Y | -17.7% | +18.5% | -36.2% | -32.8% |
| 3Y | +259.7% | +77.6% | +182.0% | +75.7% |
| All | -54.5% | +80.9% | -135.4% | -78.3% |
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