-98.4%
TNMG vs SPY
+77.0%
-175.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | +668.9% | -0.8% | +669.6% | +668.3% |
| 30D | +674.2% | -1.1% | +675.3% | +675.3% |
| 3M | +370.6% | +3.9% | +366.7% | +338.1% |
| 6M | +26.3% | +13.6% | +12.7% | +5.2% |
| YTD | +23.1% | +12.7% | +10.4% | +4.0% |
| 1Y | -54.6% | +17.5% | -72.1% | -63.7% |
| 3Y | -98.4% | +76.9% | -175.3% | -98.9% |
| All | -98.4% | +77.0% | -175.4% | -98.9% |
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 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