-84.1%
TMCI vs SPY
+79.8%
-163.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.2% |
| 7D | -10.9% | -2.0% | -8.9% | -8.4% |
| 30D | -8.2% | -1.7% | -6.6% | -6.1% |
| 3M | +2.8% | +4.7% | -1.9% | -3.8% |
| 6M | +193.9% | +12.5% | +181.4% | +152.0% |
| YTD | +77.6% | +11.7% | +65.8% | +54.3% |
| 1Y | -37.9% | +17.5% | -55.3% | -49.5% |
| 3Y | -68.0% | +76.6% | -144.5% | -84.5% |
| 5Y | -84.1% | +82.0% | -166.1% | -92.4% |
| All | -84.1% | +79.8% | -163.9% | -92.4% |
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