-98.5%
TIL vs SPY
+67.4%
-165.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.8% |
| 7D | +0.4% | -2.7% | +3.1% | +4.6% |
| 30D | -1.0% | -5.4% | +4.4% | +8.0% |
| 3M | -6.2% | -4.1% | -2.1% | -0.2% |
| 6M | -14.7% | +0.7% | -15.4% | -17.1% |
| YTD | -37.9% | +8.7% | -46.6% | -47.7% |
| 1Y | -54.5% | +10.9% | -65.4% | -63.0% |
| 3Y | -8.9% | +75.0% | -83.9% | -61.6% |
| All | -98.5% | +67.4% | -165.9% | -99.3% |
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