+113.3%
TBBK vs SPY
+82.3%
+31.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.0% |
| YTD | -25.0% | +12.7% | -37.7% | -36.5% |
| 1Y | -34.0% | +17.5% | -51.5% | -47.1% |
| 3Y | +41.5% | +76.9% | -35.4% | -35.5% |
| All | +113.3% | +82.3% | +31.0% | -3.7% |
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