-15.4%
TILL vs SPY
+97.5%
-112.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +1.2% | -2.0% | +3.2% | +1.3% |
| 30D | +13.5% | -1.7% | +15.2% | +13.6% |
| 3M | +21.2% | +4.7% | +16.4% | +20.9% |
| 6M | +18.0% | +12.5% | +5.5% | +17.3% |
| YTD | +26.0% | +11.7% | +14.3% | +25.3% |
| 1Y | +23.4% | +17.5% | +5.9% | +22.3% |
| 3Y | -2.3% | +76.6% | -78.9% | -5.9% |
| All | -15.4% | +97.5% | -112.9% | -18.0% |
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