-32.4%
TME vs SPY
+219.1%
-251.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -4.6% | +3.3% | -7.8% | -7.1% |
| 30D | +6.1% | -2.7% | +8.8% | +8.2% |
| 3M | +6.6% | -1.7% | +8.4% | +7.9% |
| 6M | -0.6% | +3.1% | -3.6% | -3.4% |
| YTD | -47.2% | +11.9% | -59.1% | -52.0% |
| 1Y | -51.3% | +12.0% | -63.3% | -55.7% |
| 3Y | +28.4% | +78.2% | -49.8% | -20.9% |
| 5Y | +6.9% | +73.2% | -66.3% | -32.7% |
| All | -32.4% | +219.1% | -251.5% | -72.5% |
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