+287.8%
TMFC vs SPY
+197.1%
+90.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | +0.3% |
| 30D | -8.5% | -5.4% | -3.1% | -2.8% |
| 3M | -6.2% | -4.1% | -2.1% | -1.8% |
| 6M | -1.7% | +0.7% | -2.4% | -2.3% |
| YTD | +4.4% | +8.7% | -4.3% | -4.5% |
| 1Y | +5.5% | +10.9% | -5.4% | -5.6% |
| 3Y | +84.9% | +75.0% | +9.9% | +1.4% |
| 5Y | +72.1% | +67.8% | +4.3% | -0.4% |
| All | +287.8% | +197.1% | +90.7% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling