+93.2%
TINY vs SPY
+78.1%
+15.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +1.6% | -0.4% | +2.0% | +2.2% |
| 30D | -4.2% | -1.4% | -2.9% | -2.2% |
| 3M | -10.9% | +3.7% | -14.6% | -15.0% |
| 6M | +25.5% | +13.0% | +12.5% | +6.1% |
| YTD | +42.5% | +12.4% | +30.1% | +21.8% |
| 1Y | +68.6% | +18.5% | +50.1% | +34.2% |
| 3Y | +107.0% | +77.6% | +29.4% | -3.9% |
| All | +93.2% | +78.1% | +15.1% | -10.7% |
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