-11.3%
TIC vs SPY
+26.4%
-37.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.8% |
| 7D | +10.6% | +3.3% | +7.3% | +6.5% |
| 30D | +16.7% | -2.7% | +19.4% | +21.1% |
| 3M | +4.4% | -1.7% | +6.2% | +7.3% |
| 6M | +13.2% | +3.1% | +10.1% | +10.3% |
| YTD | +5.2% | +11.9% | -6.7% | -5.4% |
| 1Y | -0.5% | +12.0% | -12.5% | -10.5% |
| All | -11.3% | +26.4% | -37.7% | -28.6% |
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