+177.0%
TII vs SPY
+72.1%
+104.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.5% | -5.8% |
| 7D | -7.8% | +2.6% | -10.4% | -7.9% |
| 30D | -7.8% | -2.0% | -5.8% | -7.6% |
| 3M | -35.3% | -2.8% | -32.5% | -35.2% |
| 6M | -41.8% | +2.1% | -44.0% | -41.7% |
| YTD | -39.9% | +11.5% | -51.4% | -39.5% |
| 1Y | -24.6% | +13.5% | -38.0% | -23.9% |
| 3Y | +289.1% | +77.7% | +211.4% | +395.5% |
| All | +177.0% | +72.1% | +104.9% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling