-49.9%
TMQ vs SPY
+11.8%
-61.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -2.9% |
| 7D | 0.0% | +3.3% | -3.3% | -8.1% |
| 30D | -23.5% | -2.7% | -20.8% | -17.2% |
| 3M | -46.3% | -1.7% | -44.5% | -43.4% |
| 6M | -57.3% | +3.1% | -60.4% | -59.8% |
| YTD | -53.1% | +11.9% | -65.0% | -63.9% |
| 1Y | -49.9% | +12.0% | -61.9% | -61.3% |
| All | -49.9% | +11.8% | -61.6% | -61.3% |
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