+90.0%
TINY vs SPY
+78.6%
+11.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.7% |
| 7D | -2.4% | -0.8% | -1.7% | -1.3% |
| 30D | -10.4% | -1.1% | -9.3% | -8.9% |
| 3M | -13.2% | +3.9% | -17.1% | -17.5% |
| 6M | +18.0% | +13.6% | +4.4% | -1.1% |
| YTD | +40.2% | +12.7% | +27.5% | +19.3% |
| 1Y | +61.5% | +17.5% | +44.0% | +30.1% |
| 3Y | +105.0% | +76.9% | +28.1% | -4.4% |
| All | +90.0% | +78.6% | +11.5% | -12.5% |
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