+311.3%
TMFC vs SPY
+210.4%
+100.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +2.0% | +2.0% | 0.0% | -0.1% |
| 6M | +14.0% | +13.0% | +1.0% | -0.1% |
| YTD | +10.7% | +13.5% | -2.8% | -3.4% |
| 1Y | +16.8% | +20.0% | -3.2% | -4.0% |
| 3Y | +92.6% | +77.2% | +15.4% | +4.2% |
| 5Y | +90.1% | +81.9% | +8.2% | +1.0% |
| All | +311.3% | +210.4% | +100.9% | +25.7% |
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 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