+12.0%
TMQ vs SPY
+67.4%
-55.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.1% |
| 7D | -1.8% | -2.7% | +0.9% | +1.4% |
| 30D | -24.6% | -5.4% | -19.2% | -19.4% |
| 3M | -40.3% | -4.1% | -36.2% | -37.1% |
| 6M | -53.8% | +0.7% | -54.5% | -53.2% |
| YTD | -50.1% | +8.7% | -58.8% | -52.7% |
| 1Y | -45.8% | +10.9% | -56.7% | -49.5% |
| 3Y | +377.8% | +75.0% | +302.8% | +197.8% |
| All | +12.0% | +67.4% | -55.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling