-38.8%
TBF vs SPY
+935.8%
-974.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +0.8% | -0.9% | +1.7% | +1.0% |
| 3M | +3.2% | +3.9% | -0.7% | +2.1% |
| 6M | +7.9% | +14.5% | -6.6% | +4.1% |
| YTD | +6.5% | +12.9% | -6.4% | +3.1% |
| 1Y | +10.1% | +19.4% | -9.3% | +4.9% |
| 3Y | +20.0% | +78.5% | -58.5% | +1.3% |
| 5Y | +79.5% | +81.8% | -2.3% | +48.9% |
| 10Y | +43.2% | +311.5% | -268.4% | -18.5% |
| All | -38.8% | +935.8% | -974.7% | -78.6% |
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