-5.6%
TBBK vs SPY
+15.0%
-20.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.5% | -21.9% | -22.0% |
| 7D | -24.7% | -0.4% | -24.3% | -24.4% |
| 30D | -27.4% | -1.4% | -26.0% | -26.7% |
| 3M | -8.5% | +3.7% | -12.2% | -9.8% |
| 6M | -5.6% | +13.0% | -18.6% | -12.2% |
| All | -5.6% | +15.0% | -20.6% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling