-83.8%
TBT vs SPY
+671.7%
-755.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +1.8% | +0.1% | +1.7% | +1.7% |
| 3M | +7.7% | +2.0% | +5.7% | +6.4% |
| 6M | +16.0% | +13.0% | +3.0% | +9.1% |
| YTD | +10.5% | +13.5% | -3.1% | +3.6% |
| 1Y | +10.2% | +20.0% | -9.8% | +0.6% |
| 3Y | +25.1% | +77.2% | -52.1% | -8.0% |
| 5Y | +153.1% | +81.9% | +71.2% | +78.6% |
| 10Y | +46.7% | +314.1% | -267.4% | -40.3% |
| All | -83.8% | +671.7% | -755.5% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling