+22.8%
TBB vs SPY
+237.9%
-215.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -0.2% | -1.1% | +0.9% | +0.1% |
| 3M | -3.8% | +3.9% | -7.7% | -4.7% |
| 6M | -9.3% | +13.6% | -22.9% | -12.1% |
| YTD | -8.2% | +12.7% | -20.9% | -10.9% |
| 1Y | -12.8% | +17.5% | -30.3% | -16.1% |
| 3Y | +5.1% | +76.9% | -71.8% | -8.9% |
| 5Y | -1.3% | +83.6% | -84.9% | -15.9% |
| All | +22.8% | +237.9% | -215.1% | -13.8% |
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