+374.0%
TFII vs SPY
+304.1%
+69.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.5% |
| 30D | -17.3% | -3.7% | -13.7% | -14.1% |
| 3M | -31.8% | -2.7% | -29.0% | -29.8% |
| 6M | -31.7% | +2.2% | -33.9% | -33.1% |
| YTD | -7.7% | +10.8% | -18.5% | -16.2% |
| 1Y | +12.0% | +11.2% | +0.8% | +1.3% |
| 3Y | -12.3% | +76.5% | -88.8% | -49.2% |
| 5Y | -9.9% | +72.9% | -82.9% | -46.5% |
| 10Y | +374.0% | +304.8% | +69.2% | +74.1% |
| All | +374.0% | +304.1% | +69.9% | +74.1% |
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