-1.7%
TBB vs SPY
+79.8%
-81.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | -0.7% | -1.7% | +1.0% | -0.3% |
| 3M | -3.1% | +4.7% | -7.9% | -4.2% |
| 6M | -9.8% | +12.5% | -22.3% | -12.2% |
| YTD | -8.6% | +11.7% | -20.3% | -10.8% |
| 1Y | -11.9% | +17.5% | -29.4% | -15.1% |
| 3Y | +3.7% | +76.6% | -72.8% | -9.4% |
| 5Y | -1.7% | +82.0% | -83.7% | -16.4% |
| All | -1.7% | +79.8% | -81.4% | -16.4% |
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