+119.0%
TIMB vs SPY
+81.0%
+38.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +3.1% | -1.4% | +4.5% | +3.8% |
| 3M | -11.3% | +3.7% | -15.0% | -13.0% |
| 6M | -26.1% | +13.0% | -39.1% | -30.6% |
| YTD | -1.2% | +12.4% | -13.6% | -7.0% |
| 1Y | -8.0% | +18.5% | -26.5% | -15.6% |
| 3Y | +53.8% | +77.6% | -23.8% | +13.4% |
| 5Y | +119.0% | +81.7% | +37.4% | +57.6% |
| All | +119.0% | +81.0% | +38.0% | +57.6% |
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 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