-66.3%
TBI vs SPY
+79.8%
-146.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -8.7% | -2.0% | -6.7% | -7.0% |
| 30D | -11.1% | -1.7% | -9.4% | -9.8% |
| 3M | +38.3% | +4.7% | +33.6% | +32.8% |
| 6M | +129.9% | +12.5% | +117.4% | +107.7% |
| YTD | +99.1% | +11.7% | +87.4% | +80.6% |
| 1Y | +58.1% | +17.5% | +40.6% | +37.0% |
| 3Y | -35.7% | +76.6% | -112.2% | -60.7% |
| 5Y | -66.3% | +82.0% | -148.4% | -80.3% |
| All | -66.3% | +79.8% | -146.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling