+267.5%
TMDX vs SPY
+191.6%
+75.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -4.5% |
| 7D | -8.7% | -0.8% | -7.9% | -7.8% |
| 30D | -5.6% | -1.1% | -4.5% | -4.2% |
| 3M | +11.7% | +3.9% | +7.8% | +6.4% |
| 6M | -36.3% | +13.6% | -49.9% | -46.4% |
| YTD | -32.4% | +12.7% | -45.1% | -42.6% |
| 1Y | -29.8% | +17.5% | -47.3% | -43.2% |
| 3Y | +38.0% | +76.9% | -38.9% | -34.3% |
| 5Y | +158.9% | +83.6% | +75.3% | +23.1% |
| All | +267.5% | +191.6% | +75.9% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling