-98.2%
TNMG vs SPY
+86.5%
-184.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +674.3% | -2.0% | +676.3% | +678.0% |
| 30D | +644.7% | -1.7% | +646.3% | +645.2% |
| 3M | +428.7% | +4.7% | +424.0% | +406.1% |
| 6M | +36.2% | +12.5% | +23.7% | +25.0% |
| YTD | +28.2% | +11.7% | +16.5% | +18.5% |
| 1Y | -47.0% | +17.5% | -64.5% | -52.4% |
| 3Y | -98.4% | +76.6% | -174.9% | -98.6% |
| All | -98.2% | +86.5% | -184.7% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling