-73.9%
TMC vs SPY
+80.7%
-154.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | -0.7% |
| 7D | +6.3% | -0.9% | +7.2% | +8.7% |
| 30D | -14.8% | -2.4% | -12.4% | -10.3% |
| 3M | -46.0% | -1.2% | -44.9% | -44.1% |
| 6M | -58.5% | +3.3% | -61.8% | -59.1% |
| YTD | -60.2% | +12.3% | -72.5% | -64.7% |
| 1Y | -57.9% | +12.4% | -70.3% | -62.5% |
| 3Y | +145.5% | +78.8% | +66.7% | +20.6% |
| 5Y | -21.6% | +75.2% | -96.7% | -60.9% |
| All | -73.9% | +80.7% | -154.6% | -87.3% |
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