+171.2%
TBBB vs SPY
+57.4%
+113.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +4.7% | -0.4% | +5.0% | +4.9% |
| 30D | +27.1% | -1.4% | +28.5% | +28.2% |
| 3M | +30.7% | +3.7% | +27.0% | +27.7% |
| 6M | +54.2% | +13.0% | +41.2% | +41.9% |
| YTD | +54.7% | +12.4% | +42.3% | +42.9% |
| 1Y | +97.8% | +18.5% | +79.2% | +76.6% |
| All | +171.2% | +57.4% | +113.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling