+21.3%
TBT vs SPY
+308.5%
-287.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +5.9% | +3.3% | +2.7% | +5.3% |
| 30D | -3.7% | -2.7% | -1.0% | -3.3% |
| 3M | +5.0% | -1.7% | +6.7% | +5.3% |
| 6M | +11.8% | +3.1% | +8.7% | +10.9% |
| YTD | +16.7% | +11.9% | +4.8% | +13.6% |
| 1Y | +24.3% | +12.0% | +12.3% | +21.0% |
| 3Y | +15.2% | +78.2% | -62.9% | -1.3% |
| 5Y | +168.9% | +73.2% | +95.6% | +131.9% |
| All | +21.3% | +308.5% | -287.2% | -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 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