+130.8%
TIMB vs SPY
+318.9%
-188.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | +2.6% | -2.0% | +4.6% | +4.1% |
| 30D | +6.3% | -1.7% | +8.0% | +7.6% |
| 3M | -10.5% | +4.7% | -15.2% | -13.8% |
| 6M | -26.4% | +12.5% | -39.0% | -33.0% |
| YTD | -0.1% | +11.7% | -11.8% | -8.7% |
| 1Y | -6.3% | +17.5% | -23.8% | -17.7% |
| 3Y | +55.6% | +76.6% | -21.0% | -4.0% |
| 5Y | +122.2% | +82.0% | +40.1% | +30.7% |
| All | +130.8% | +318.9% | -188.1% | -43.9% |
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