+78.1%
TMFC vs SPY
+72.1%
+6.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.7% | +2.6% | +0.1% | -0.3% |
| 30D | -4.3% | -2.0% | -2.3% | -2.0% |
| 3M | -4.4% | -2.8% | -1.6% | -1.2% |
| 6M | -0.6% | +2.1% | -2.7% | -2.9% |
| YTD | +7.2% | +11.5% | -4.3% | -5.3% |
| 1Y | +8.5% | +13.5% | -5.0% | -6.1% |
| 3Y | +85.9% | +77.7% | +8.2% | -4.6% |
| All | +78.1% | +72.1% | +6.0% | -4.0% |
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