+669.6%
TILT vs SPY
+780.9%
-111.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +3.4% | +2.0% | +1.4% | +1.3% |
| 6M | +12.9% | +13.0% | -0.1% | -0.1% |
| YTD | +15.1% | +13.5% | +1.5% | +1.3% |
| 1Y | +21.2% | +20.0% | +1.2% | +1.0% |
| 3Y | +71.5% | +77.2% | -5.7% | -3.1% |
| 5Y | +72.5% | +81.9% | -9.4% | -5.1% |
| 10Y | +264.4% | +314.1% | -49.6% | -9.4% |
| All | +669.6% | +780.9% | -111.3% | +3.1% |
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 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