+66.1%
T vs SPY
+81.8%
-15.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | +7.6% | -0.9% | +8.6% | +7.9% |
| 3M | +15.3% | +3.9% | +11.4% | +14.1% |
| 6M | -8.5% | +14.5% | -23.0% | -11.9% |
| YTD | +6.8% | +12.9% | -6.2% | +3.0% |
| 1Y | -7.2% | +19.4% | -26.6% | -12.1% |
| 3Y | +108.2% | +78.5% | +29.8% | +65.0% |
| 5Y | +66.1% | +81.8% | -15.7% | +22.5% |
| All | +66.1% | +81.8% | -15.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling