-9.2%
TMUSL vs SPY
+23.1%
-32.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | -4.8% | +3.9% | -8.7% | -5.6% |
| 6M | -8.3% | +14.5% | -22.8% | -10.7% |
| YTD | -9.1% | +12.9% | -22.0% | -11.4% |
| 1Y | -8.3% | +19.4% | -27.6% | -12.4% |
| All | -9.2% | +23.1% | -32.4% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling