+204.2%
TISI vs SPY
+77.0%
+127.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.8% |
| 7D | -7.3% | -0.8% | -6.6% | -7.1% |
| 30D | +17.5% | -1.1% | +18.6% | +18.0% |
| 3M | +56.3% | +3.9% | +52.5% | +54.0% |
| 6M | +78.2% | +13.6% | +64.6% | +69.3% |
| YTD | +83.0% | +12.7% | +70.3% | +74.5% |
| 1Y | +42.7% | +17.5% | +25.2% | +33.9% |
| 3Y | +204.2% | +76.9% | +127.3% | +170.9% |
| All | +204.2% | +77.0% | +127.2% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling