-35.6%
TBI vs SPY
+75.5%
-111.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -8.7% | -2.0% | -6.7% | -7.1% |
| 30D | -11.1% | -1.7% | -9.4% | -9.8% |
| 3M | +38.3% | +4.7% | +33.6% | +33.0% |
| 6M | +129.9% | +12.5% | +117.4% | +108.7% |
| YTD | +99.1% | +11.7% | +87.4% | +81.5% |
| 1Y | +58.1% | +17.5% | +40.6% | +37.7% |
| All | -35.6% | +75.5% | -111.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling