+744.3%
TILE vs SPY
+3,091.8%
-2,347.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | +5.9% | +0.1% | +5.9% | +5.8% |
| 3M | +25.4% | +2.0% | +23.4% | +22.1% |
| 6M | +28.8% | +13.0% | +15.8% | +10.8% |
| YTD | +33.8% | +13.5% | +20.2% | +14.4% |
| 1Y | +34.1% | +20.0% | +14.1% | +7.0% |
| 3Y | +253.4% | +77.2% | +176.2% | +74.0% |
| 5Y | +157.1% | +81.9% | +75.3% | +23.8% |
| 10Y | +126.1% | +314.1% | -188.0% | -56.7% |
| All | +744.3% | +3,091.8% | -2,347.5% | -51.7% |
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 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