-69.7%
TIL vs SPY
+19.4%
-89.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.7% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | +5.5% | -0.9% | +6.5% | +6.4% |
| 3M | -3.2% | +3.9% | -7.1% | -7.3% |
| 6M | -11.8% | +14.5% | -26.4% | -26.1% |
| YTD | -28.9% | +12.9% | -41.8% | -41.1% |
| 1Y | -69.7% | +19.4% | -89.0% | -81.7% |
| All | -69.7% | +19.4% | -89.1% | -81.7% |
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 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