-86.3%
TMCR vs SPY
+13.9%
-100.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.7% | -17.8% | -18.5% |
| 7D | -10.3% | -0.7% | -9.6% | -8.9% |
| 30D | -39.2% | -1.0% | -38.2% | -37.7% |
| 3M | -67.2% | -0.3% | -66.9% | -66.8% |
| 6M | -87.7% | +7.3% | -95.0% | -88.1% |
| All | -86.3% | +13.9% | -100.2% | -87.2% |
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