+87.5%
TMQ vs SPY
+20.8%
+66.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.7% |
| 7D | -8.8% | +0.1% | -8.9% | -9.1% |
| 30D | -6.3% | +0.1% | -6.3% | -6.2% |
| 3M | -25.7% | +2.0% | -27.7% | -27.8% |
| 6M | -18.7% | +13.0% | -31.7% | -32.2% |
| YTD | -23.4% | +13.5% | -37.0% | -35.6% |
| 1Y | +87.5% | +20.0% | +67.5% | +61.0% |
| All | +87.5% | +20.8% | +66.7% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling