+22.1%
TBN vs SPY
+12.1%
+10.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.6% |
| 7D | +1.2% | +2.6% | -1.4% | +2.2% |
| 30D | -17.2% | -2.0% | -15.2% | -17.7% |
| 3M | -18.4% | -2.8% | -15.7% | -19.2% |
| 6M | -21.6% | +2.1% | -23.7% | -20.4% |
| YTD | +7.4% | +11.5% | -4.1% | +19.3% |
| 1Y | +22.1% | +13.5% | +8.7% | +32.0% |
| All | +22.1% | +12.1% | +10.1% | +32.0% |
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