+296.2%
TII vs SPY
+117.9%
+178.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +16.4% |
| 7D | +5.9% | +0.1% | +5.8% | -7.3% |
| 30D | +40.3% | +0.1% | +40.2% | +12.6% |
| 3M | +42.1% | +2.0% | +40.1% | -93.8% |
| 6M | -20.0% | +13.0% | -33.0% | -100.0% |
| YTD | +9.5% | +13.5% | -4.1% | -100.0% |
| 1Y | +148.3% | +20.0% | +128.3% | -100.0% |
| 3Y | +583.5% | +77.2% | +506.4% | -100.0% |
| 5Y | +806.1% | +81.9% | +724.2% | -100.0% |
| All | +296.2% | +117.9% | +178.2% | +49,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling