-52.8%
TMC vs SPY
+82.7%
-135.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.5% |
| 7D | -7.7% | +0.1% | -7.8% | -7.9% |
| 30D | +10.4% | +0.1% | +10.4% | +10.6% |
| 3M | -25.9% | +2.0% | -27.9% | -27.1% |
| 6M | -26.7% | +13.0% | -39.7% | -37.1% |
| YTD | -28.0% | +13.5% | -41.6% | -38.3% |
| 1Y | -13.3% | +20.0% | -33.2% | -30.5% |
| 3Y | +273.1% | +77.2% | +195.9% | +82.2% |
| All | -52.8% | +82.7% | -135.5% | -77.9% |
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