+82.6%
TMP vs SPY
+313.2%
-230.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +15.6% | +2.0% | +13.6% | +13.1% |
| 6M | +28.2% | +13.0% | +15.2% | +13.7% |
| YTD | +40.5% | +13.5% | +26.9% | +24.0% |
| 1Y | +45.2% | +20.0% | +25.2% | +21.4% |
| 3Y | +115.6% | +77.2% | +38.4% | +25.0% |
| 5Y | +50.8% | +81.9% | -31.1% | -15.7% |
| All | +82.6% | +313.2% | -230.6% | -62.5% |
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