+169.5%
TBBB vs SPY
+56.5%
+113.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +3.3% | -2.0% | +5.3% | +4.6% |
| 30D | +23.9% | -1.7% | +25.5% | +25.2% |
| 3M | +27.9% | +4.7% | +23.2% | +24.3% |
| 6M | +52.4% | +12.5% | +39.9% | +40.7% |
| YTD | +53.8% | +11.7% | +42.0% | +42.5% |
| 1Y | +105.0% | +17.5% | +87.6% | +84.1% |
| All | +169.5% | +56.5% | +113.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling