+48.8%
TBI vs SPY
+18.1%
+30.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.0% |
| 7D | -11.2% | -0.8% | -10.4% | -10.7% |
| 30D | -11.8% | -1.1% | -10.7% | -11.1% |
| 3M | +27.4% | +3.9% | +23.5% | +23.9% |
| 6M | +126.1% | +13.6% | +112.5% | +109.1% |
| YTD | +92.3% | +12.7% | +79.6% | +78.6% |
| 1Y | +48.8% | +17.5% | +31.3% | +30.4% |
| All | +48.8% | +18.1% | +30.7% | +30.4% |
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