-22.0%
TMUSZ vs SPY
+12.1%
-34.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -3.6% | +2.6% | -6.2% | -4.0% |
| 30D | +1.4% | -2.0% | +3.4% | +1.6% |
| 3M | -11.3% | -2.8% | -8.5% | -10.9% |
| 6M | -19.7% | +2.1% | -21.9% | -20.4% |
| YTD | -23.0% | +11.5% | -34.5% | -25.5% |
| 1Y | -22.0% | +13.5% | -35.5% | -24.9% |
| All | -22.0% | +12.1% | -34.1% | -24.9% |
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