+7.4%
TMFC vs SPY
+11.8%
-4.4%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +4.2% | +3.3% | +0.9% | +0.5% |
| 30D | -4.9% | -2.7% | -2.3% | -2.0% |
| 3M | -2.8% | -1.7% | -1.1% | -0.8% |
| 6M | +0.9% | +3.1% | -2.2% | -2.3% |
| YTD | +8.1% | +11.9% | -3.8% | -4.0% |
| 1Y | +7.4% | +12.0% | -4.6% | -4.7% |
| All | +7.4% | +11.8% | -4.4% | -4.7% |
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