+785.1%
TFII vs SPY
+773.5%
+11.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +1.7% | -2.7% | +4.4% | +3.8% |
| 30D | -15.5% | -5.4% | -10.1% | -11.9% |
| 3M | -30.7% | -4.1% | -26.6% | -28.5% |
| 6M | -31.3% | +0.7% | -32.1% | -31.5% |
| YTD | -7.1% | +8.7% | -15.7% | -12.0% |
| 1Y | +12.2% | +10.9% | +1.4% | +4.8% |
| 3Y | -12.8% | +75.0% | -87.8% | -40.1% |
| 5Y | -11.9% | +67.8% | -79.7% | -37.1% |
| 10Y | +399.3% | +312.9% | +86.4% | +116.0% |
| All | +785.1% | +773.5% | +11.6% | +151.3% |
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