+79.8%
TBN vs SPY
+43.1%
+36.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +9.3% | -1.4% | +10.7% | +9.8% |
| 3M | +16.9% | +3.7% | +13.2% | +15.2% |
| 6M | +26.3% | +13.0% | +13.3% | +19.9% |
| YTD | +43.6% | +12.4% | +31.2% | +36.6% |
| 1Y | +79.6% | +18.5% | +61.1% | +66.4% |
| All | +79.8% | +43.1% | +36.7% | +49.6% |
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