-17.1%
TILL vs SPY
+99.2%
-116.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +9.4% | -1.1% | +10.5% | +9.4% |
| 3M | +19.6% | +3.9% | +15.7% | +19.3% |
| 6M | +14.8% | +13.6% | +1.2% | +14.1% |
| YTD | +23.6% | +12.7% | +10.9% | +22.8% |
| 1Y | +20.7% | +17.5% | +3.2% | +19.7% |
| 3Y | -4.3% | +76.9% | -81.2% | -7.8% |
| All | -17.1% | +99.2% | -116.3% | -19.6% |
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