-10.0%
TMFM vs SPY
+73.7%
-83.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | -5.1% | -0.9% | -4.1% | -4.2% |
| 3M | +3.7% | +3.9% | -0.2% | -0.2% |
| 6M | -0.1% | +14.5% | -14.7% | -12.6% |
| YTD | -6.8% | +12.9% | -19.7% | -17.3% |
| 1Y | -16.0% | +19.4% | -35.4% | -29.4% |
| 3Y | +7.1% | +78.5% | -71.3% | -40.2% |
| All | -10.0% | +73.7% | -83.7% | -47.9% |
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