+54.1%
TMFE vs SPY
+71.1%
-17.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | -2.4% | -0.9% | -1.5% | -1.5% |
| 3M | +3.3% | +3.9% | -0.6% | -0.7% |
| 6M | +6.0% | +14.5% | -8.6% | -7.8% |
| YTD | +3.6% | +12.9% | -9.4% | -8.6% |
| 1Y | +4.3% | +19.4% | -15.1% | -13.1% |
| 3Y | +60.8% | +78.5% | -17.7% | -13.0% |
| All | +54.1% | +71.1% | -17.1% | -11.0% |
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 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