+297.2%
TMFC vs SPY
+204.1%
+93.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | -0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -6.0% | -3.3% | -2.7% | -2.5% |
| 3M | -4.5% | -2.4% | -2.1% | -1.8% |
| 6M | -0.4% | +2.6% | -3.0% | -3.0% |
| YTD | +6.9% | +11.2% | -4.3% | -4.6% |
| 1Y | +8.1% | +13.4% | -5.3% | -5.5% |
| 3Y | +88.4% | +79.9% | +8.5% | +0.3% |
| 5Y | +77.4% | +72.2% | +5.2% | -0.2% |
| All | +297.2% | +204.1% | +93.1% | +24.2% |
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