-11.0%
TMFM vs SPY
+72.9%
-84.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | -7.1% | -1.4% | -5.8% | -5.9% |
| 3M | +1.1% | +3.7% | -2.6% | -2.5% |
| 6M | -1.0% | +13.0% | -14.0% | -12.2% |
| YTD | -7.9% | +12.4% | -20.3% | -17.9% |
| 1Y | -16.1% | +18.5% | -34.6% | -28.9% |
| 3Y | +5.8% | +77.6% | -71.8% | -40.7% |
| All | -11.0% | +72.9% | -84.0% | -48.3% |
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