+3,764.7%
TMP vs SPY
+2,954.7%
+810.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +0.7% | -2.7% | +3.4% | +2.7% |
| 30D | +3.5% | -5.4% | +8.9% | +7.7% |
| 3M | +1.0% | -4.1% | +5.1% | +4.0% |
| 6M | +18.5% | +0.7% | +17.8% | +17.5% |
| YTD | +41.3% | +8.7% | +32.7% | +32.4% |
| 1Y | +54.8% | +10.9% | +43.9% | +42.8% |
| 3Y | +108.4% | +75.0% | +33.4% | +38.7% |
| 5Y | +40.9% | +67.8% | -26.9% | -4.2% |
| 10Y | +85.9% | +312.9% | -226.9% | -31.3% |
| All | +3,764.7% | +2,954.7% | +810.0% | +638.4% |
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