+55.0%
TBLD vs SPY
+86.0%
-31.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.2% |
| 30D | -4.2% | -1.1% | -3.1% | -3.6% |
| 3M | -0.7% | +3.9% | -4.5% | -2.7% |
| 6M | +2.8% | +13.6% | -10.8% | -4.1% |
| YTD | +10.5% | +12.7% | -2.2% | +3.4% |
| 1Y | +12.4% | +17.5% | -5.1% | +2.7% |
| 3Y | +74.8% | +76.9% | -2.1% | +23.5% |
| 5Y | +53.6% | +83.6% | -30.0% | +4.9% |
| All | +55.0% | +86.0% | -31.0% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling