-54.4%
TME vs SPY
+9.7%
-64.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +13.7% | -2.7% | +16.4% | +15.7% |
| 30D | +19.6% | -5.4% | +25.0% | +24.6% |
| 3M | -0.3% | -4.1% | +3.8% | +2.6% |
| 6M | -1.1% | +0.7% | -1.8% | -2.8% |
| YTD | -44.0% | +8.7% | -52.7% | -48.5% |
| All | -54.4% | +9.7% | -64.2% | -58.4% |
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 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