-52.0%
TMS vs SPY
+43.4%
-95.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +7.6% | -2.7% | +10.3% | +7.9% |
| 30D | -32.1% | -5.4% | -26.7% | -31.5% |
| 3M | -34.6% | -4.1% | -30.5% | -34.3% |
| 6M | -54.4% | +0.7% | -55.1% | -54.2% |
| YTD | -53.7% | +8.7% | -62.4% | -53.4% |
| 1Y | -53.7% | +10.9% | -64.6% | -53.3% |
| All | -52.0% | +43.4% | -95.4% | -50.8% |
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