+160.5%
TILE vs SPY
+82.8%
+77.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +5.9% | +0.1% | +5.9% | +5.8% |
| 3M | +25.4% | +2.0% | +23.4% | +22.3% |
| 6M | +28.8% | +13.0% | +15.8% | +11.6% |
| YTD | +33.8% | +13.5% | +20.2% | +15.3% |
| 1Y | +34.1% | +20.0% | +14.1% | +8.2% |
| 3Y | +253.4% | +77.2% | +176.2% | +78.2% |
| All | +160.5% | +82.8% | +77.7% | +32.4% |
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