-98.9%
TIL vs SPY
+108.2%
-207.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | -11.0% | +2.6% | -13.6% | -14.9% |
| 30D | +2.2% | -2.0% | +4.2% | +4.9% |
| 3M | -16.4% | -2.8% | -13.6% | -13.2% |
| 6M | -24.2% | +2.1% | -26.3% | -28.2% |
| YTD | -44.7% | +11.5% | -56.2% | -55.7% |
| 1Y | -56.3% | +13.5% | -69.8% | -66.0% |
| 3Y | -15.6% | +77.7% | -93.3% | -66.3% |
| 5Y | -98.5% | +72.6% | -171.1% | -99.3% |
| All | -98.9% | +108.2% | -207.1% | -99.7% |
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