+711.4%
TBBK vs SPY
+322.5%
+388.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.5% |
| 7D | -24.3% | -0.8% | -23.5% | -23.3% |
| 30D | -27.2% | -1.1% | -26.1% | -25.9% |
| 3M | -10.4% | +3.9% | -14.3% | -15.0% |
| 6M | -4.0% | +13.6% | -17.6% | -19.9% |
| YTD | -25.0% | +12.7% | -37.7% | -36.4% |
| 1Y | -34.0% | +17.5% | -51.5% | -47.0% |
| 3Y | +41.5% | +76.9% | -35.4% | -34.7% |
| 5Y | +113.4% | +83.6% | +29.8% | -3.8% |
| All | +711.4% | +322.5% | +388.9% | +42.1% |
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