+70.6%
TMP vs SPY
+307.0%
-236.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +1.0% | +2.6% | -1.6% | -1.5% |
| 30D | +5.5% | -2.0% | +7.5% | +7.3% |
| 3M | 0.0% | -2.8% | +2.8% | +2.5% |
| 6M | +23.1% | +2.1% | +20.9% | +20.0% |
| YTD | +42.7% | +11.5% | +31.2% | +27.8% |
| 1Y | +53.4% | +13.5% | +39.9% | +35.1% |
| 3Y | +120.0% | +77.7% | +42.3% | +27.3% |
| 5Y | +43.7% | +72.6% | -29.0% | -15.4% |
| All | +70.6% | +307.0% | -236.4% | -67.9% |
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 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