-80.3%
TMDE vs SPY
+49.9%
-130.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +1.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.9% |
| 30D | +2.0% | +0.1% | +1.9% | +2.2% |
| 3M | -2.5% | +2.0% | -4.5% | +1.4% |
| 6M | -67.7% | +13.0% | -80.7% | -56.8% |
| YTD | +68.0% | +13.5% | +54.5% | +126.4% |
| 1Y | -19.1% | +20.0% | -39.1% | +16.8% |
| All | -80.3% | +49.9% | -130.2% | -48.8% |
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