-6.8%
TMFM vs SPY
+71.2%
-78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +4.1% | -3.3% | +7.5% | +7.4% |
| 3M | -1.8% | -2.4% | +0.7% | +0.4% |
| 6M | +7.4% | +2.6% | +4.8% | +4.5% |
| YTD | -3.6% | +11.2% | -14.8% | -13.3% |
| 1Y | -3.2% | +13.4% | -16.6% | -14.6% |
| 3Y | +17.3% | +79.9% | -62.6% | -35.3% |
| All | -6.8% | +71.2% | -78.0% | -45.4% |
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