+20.7%
TILL vs SPY
+18.1%
+2.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.9% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +9.4% | -1.1% | +10.5% | +9.3% |
| 3M | +19.6% | +3.9% | +15.7% | +19.8% |
| 6M | +14.8% | +13.6% | +1.2% | +15.9% |
| YTD | +23.6% | +12.7% | +10.9% | +24.7% |
| 1Y | +20.7% | +17.5% | +3.2% | +23.1% |
| All | +20.7% | +18.1% | +2.6% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling