-33.4%
TMC vs SPY
+72.1%
-105.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.0% |
| 7D | +1.8% | +2.6% | -0.8% | -1.9% |
| 30D | -12.2% | -2.0% | -10.2% | -8.1% |
| 3M | -47.6% | -2.8% | -44.8% | -44.2% |
| 6M | -59.0% | +2.1% | -61.2% | -59.0% |
| YTD | -62.6% | +11.5% | -74.0% | -66.4% |
| 1Y | -55.3% | +13.5% | -68.8% | -60.7% |
| 3Y | +126.5% | +77.7% | +48.8% | +11.2% |
| All | -33.4% | +72.1% | -105.5% | -65.6% |
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