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  • TBI vs SPY✓SelectedUSD · SPYTBI vs SPY performance historyLatest closeAs of+2.61%11/04
Stock and ETF performance explorer

TBI vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.2%
SPY return
+14.6%
Excess return
+64.6%
Maximum drawdown
-40.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
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