-39.6%
TME vs SPY
+222.0%
-261.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -2.8% | +0.5% | -3.3% | -3.2% |
| 30D | -15.4% | -0.9% | -14.5% | -14.8% |
| 3M | -11.1% | +3.9% | -15.0% | -14.0% |
| 6M | -39.2% | +14.5% | -53.8% | -45.7% |
| YTD | -52.8% | +12.9% | -65.7% | -57.3% |
| 1Y | -66.3% | +19.4% | -85.6% | -70.8% |
| 3Y | +27.6% | +78.5% | -50.9% | -21.4% |
| 5Y | -2.2% | +81.8% | -84.0% | -40.2% |
| All | -39.6% | +222.0% | -261.6% | -75.6% |
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