+119.2%
TILE vs SPY
+312.5%
-193.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | -6.3% | -0.4% | -5.9% | -5.8% |
| 30D | -7.9% | -1.4% | -6.5% | -6.2% |
| 3M | +10.2% | +3.7% | +6.5% | +5.0% |
| 6M | +25.5% | +13.0% | +12.5% | +6.9% |
| YTD | +24.0% | +12.4% | +11.6% | +6.3% |
| 1Y | +28.1% | +18.5% | +9.6% | +2.3% |
| 3Y | +267.6% | +77.6% | +189.9% | +69.4% |
| 5Y | +145.5% | +81.7% | +63.8% | +10.7% |
| 10Y | +119.2% | +319.7% | -200.4% | -64.5% |
| All | +119.2% | +312.5% | -193.3% | -64.5% |
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