+64.2%
TMQ vs SPY
+82.0%
-17.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -8.8% | +0.1% | -8.9% | -9.0% |
| 30D | -6.3% | +0.1% | -6.3% | -6.2% |
| 3M | -25.7% | +2.0% | -27.7% | -26.5% |
| 6M | -18.7% | +13.0% | -31.7% | -26.7% |
| YTD | -23.4% | +13.5% | -37.0% | -31.0% |
| 1Y | +87.5% | +20.0% | +67.5% | +60.2% |
| 3Y | +573.5% | +77.2% | +496.3% | +313.9% |
| All | +64.2% | +82.0% | -17.8% | -2.4% |
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 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