-34.5%
TISI vs SPY
+82.3%
-116.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -3.3% |
| 7D | -7.3% | -0.8% | -6.6% | -6.7% |
| 30D | +17.5% | -1.1% | +18.6% | +18.6% |
| 3M | +56.3% | +3.9% | +52.5% | +50.4% |
| 6M | +78.2% | +13.6% | +64.6% | +56.2% |
| YTD | +83.0% | +12.7% | +70.3% | +61.6% |
| 1Y | +42.7% | +17.5% | +25.2% | +20.7% |
| 3Y | +204.2% | +76.9% | +127.3% | +52.4% |
| All | -34.5% | +82.3% | -116.8% | -65.9% |
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 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