+212.7%
TBBK vs SPY
+912.4%
-699.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.5% | -21.9% | -21.7% |
| 7D | -24.7% | -0.4% | -24.3% | -24.2% |
| 30D | -27.4% | -1.4% | -26.0% | -26.0% |
| 3M | -8.5% | +3.7% | -12.2% | -12.6% |
| 6M | -5.6% | +13.0% | -18.6% | -19.3% |
| YTD | -25.9% | +12.4% | -38.3% | -35.9% |
| 1Y | -33.5% | +18.5% | -52.1% | -46.1% |
| 3Y | +37.0% | +77.6% | -40.6% | -31.9% |
| 5Y | +104.7% | +81.7% | +23.0% | +2.0% |
| 10Y | +728.3% | +319.7% | +408.7% | +63.3% |
| All | +212.7% | +912.4% | -699.7% | -70.3% |
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