-12.8%
TFII vs SPY
+75.1%
-87.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +1.7% | -2.7% | +4.4% | +4.7% |
| 30D | -15.5% | -5.4% | -10.1% | -10.2% |
| 3M | -30.7% | -4.1% | -26.6% | -27.4% |
| 6M | -31.3% | +0.7% | -32.1% | -31.7% |
| YTD | -7.1% | +8.7% | -15.7% | -14.5% |
| 1Y | +12.2% | +10.9% | +1.4% | +1.0% |
| 3Y | -12.8% | +75.0% | -87.8% | -54.8% |
| All | -12.8% | +75.1% | -87.8% | -54.8% |
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