+622.7%
TILE vs SPY
+3,015.5%
-2,392.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -16.0% | -0.6% | -15.4% | -15.3% |
| 30D | -8.2% | -3.7% | -4.5% | -4.0% |
| 3M | -14.9% | -2.7% | -12.1% | -12.2% |
| 6M | +7.7% | +2.2% | +5.5% | +4.5% |
| YTD | +14.5% | +10.8% | +3.7% | +0.7% |
| 1Y | +22.4% | +11.2% | +11.1% | +7.1% |
| 3Y | +243.9% | +76.5% | +167.4% | +69.7% |
| 5Y | +101.3% | +72.9% | +28.3% | +3.0% |
| 10Y | +102.4% | +304.8% | -202.4% | -60.3% |
| All | +622.7% | +3,015.5% | -2,392.8% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling