-13.9%
TIL vs SPY
+80.4%
-94.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +4.4% | +0.1% | +4.4% | +4.2% |
| 3M | -6.9% | +2.0% | -8.9% | -10.6% |
| 6M | -13.5% | +13.0% | -26.5% | -31.1% |
| YTD | -31.1% | +13.5% | -44.6% | -46.4% |
| 1Y | -75.0% | +20.0% | -95.0% | -82.4% |
| All | -13.9% | +80.4% | -94.3% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling