+140.7%
TMC vs SPY
+79.4%
+61.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | -1.2% |
| 7D | +6.3% | -0.9% | +7.2% | +9.1% |
| 30D | -14.8% | -2.4% | -12.4% | -9.4% |
| 3M | -46.0% | -1.2% | -44.9% | -43.7% |
| 6M | -58.5% | +3.3% | -61.8% | -59.4% |
| YTD | -60.2% | +12.3% | -72.5% | -65.7% |
| 1Y | -57.9% | +12.4% | -70.3% | -63.5% |
| All | +140.7% | +79.4% | +61.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling