+134.1%
TII vs SPY
+19.4%
+114.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +1.1% |
| 7D | +14.9% | +0.5% | +14.4% | +13.4% |
| 30D | +35.1% | -0.9% | +36.1% | +39.0% |
| 3M | +52.4% | +3.9% | +48.5% | +40.9% |
| 6M | -10.8% | +14.5% | -25.3% | -34.1% |
| YTD | +9.1% | +12.9% | -3.8% | -18.5% |
| 1Y | +134.1% | +19.4% | +114.7% | +33.3% |
| All | +134.1% | +19.4% | +114.7% | +33.3% |
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