+30.7%
TIER vs SPY
+26.9%
+3.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -1.1% | -0.8% | -0.4% | -0.3% |
| 30D | -0.5% | -1.1% | +0.5% | +0.6% |
| 3M | +2.7% | +3.9% | -1.2% | -1.4% |
| 6M | +11.9% | +13.6% | -1.7% | -2.0% |
| YTD | +16.3% | +12.7% | +3.6% | +2.6% |
| 1Y | +22.6% | +17.5% | +5.1% | +4.5% |
| All | +30.7% | +26.9% | +3.8% | +4.1% |
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