+79.2%
TBI vs SPY
+14.6%
+64.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +1.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | +10.6% | -1.0% | +11.6% | +11.3% |
| 3M | +28.0% | -0.3% | +28.3% | +28.1% |
| 6M | +64.8% | +7.3% | +57.5% | +55.6% |
| YTD | +116.3% | +13.3% | +102.9% | +96.7% |
| 1Y | +79.2% | +14.8% | +64.4% | +60.8% |
| All | +79.2% | +14.6% | +64.6% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling