-20.3%
TII vs SPY
+14.6%
-34.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | -1.1% |
| 7D | -1.9% | -0.7% | -1.2% | -0.1% |
| 30D | -19.2% | -1.0% | -18.2% | -16.6% |
| 3M | -6.5% | -0.3% | -6.1% | -4.5% |
| 6M | -24.9% | +7.3% | -32.2% | -34.1% |
| YTD | -31.8% | +13.3% | -45.1% | -49.2% |
| 1Y | -20.3% | +14.8% | -35.1% | -42.3% |
| All | -20.3% | +14.6% | -34.9% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling