-3.7%
TME vs SPY
+82.0%
-85.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -13.3% | +0.1% | -13.4% | -13.4% |
| 3M | -11.2% | +2.0% | -13.2% | -13.3% |
| 6M | -40.0% | +13.0% | -53.0% | -47.5% |
| YTD | -51.6% | +13.5% | -65.2% | -57.8% |
| 1Y | -65.6% | +20.0% | -85.6% | -71.7% |
| 3Y | +23.5% | +77.2% | -53.7% | -37.5% |
| All | -3.7% | +82.0% | -85.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling