+481.8%
TIMB vs SPY
+971.6%
-489.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +5.2% | +2.6% | +2.6% | +2.3% |
| 30D | +4.3% | -2.0% | +6.2% | +6.3% |
| 3M | +10.2% | -2.8% | +13.0% | +13.2% |
| 6M | -14.4% | +2.1% | -16.6% | -17.2% |
| YTD | -0.6% | +11.5% | -12.1% | -13.1% |
| 1Y | -16.1% | +13.5% | -29.5% | -28.1% |
| 3Y | +27.3% | +77.7% | -50.4% | -37.3% |
| 5Y | +107.3% | +72.6% | +34.7% | +0.7% |
| 10Y | +139.1% | +308.2% | -169.0% | -61.3% |
| All | +481.8% | +971.6% | -489.8% | -70.4% |
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