+148.2%
TII vs SPY
+113.5%
+34.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | -70.3% |
| 7D | +1.5% | +0.1% | +1.4% | -71.9% |
| 30D | -8.1% | -3.3% | -4.8% | -44.3% |
| 3M | -15.1% | -2.4% | -12.6% | -81.0% |
| 6M | -19.8% | +2.6% | -22.3% | -99.7% |
| YTD | -31.4% | +11.2% | -42.7% | -100.0% |
| 1Y | -25.9% | +13.4% | -39.3% | -100.0% |
| 3Y | +351.1% | +79.9% | +271.2% | -100.0% |
| 5Y | +197.3% | +72.2% | +125.1% | -100.0% |
| All | +148.2% | +113.5% | +34.7% | +7,282.5% |
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