+68.4%
T vs SPY
+312.5%
-244.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +4.6% | -1.4% | +5.9% | +5.3% |
| 3M | +12.2% | +3.7% | +8.5% | +9.8% |
| 6M | -6.5% | +13.0% | -19.5% | -12.9% |
| YTD | +4.9% | +12.4% | -7.5% | -2.3% |
| 1Y | -10.5% | +18.5% | -29.0% | -19.3% |
| 3Y | +104.6% | +77.6% | +27.0% | +39.7% |
| 5Y | +64.2% | +81.7% | -17.5% | +8.4% |
| 10Y | +68.4% | +319.7% | -251.2% | -42.0% |
| All | +68.4% | +312.5% | -244.1% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling