-39.4%
TMCI vs SPY
+18.1%
-57.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.3% |
| 7D | -6.2% | -0.8% | -5.5% | -5.0% |
| 30D | -5.1% | -1.1% | -4.0% | -3.3% |
| 3M | +15.3% | +3.9% | +11.5% | +8.0% |
| 6M | +224.5% | +13.6% | +210.9% | +151.7% |
| YTD | +84.1% | +12.7% | +71.4% | +44.9% |
| 1Y | -39.4% | +17.5% | -56.9% | -55.5% |
| All | -39.4% | +18.1% | -57.5% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling