+22.8%
TJUL vs SPY
+76.1%
-53.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | +1.5% | +3.9% | -2.4% | +0.5% |
| 6M | +3.4% | +13.6% | -10.2% | +0.2% |
| YTD | +3.4% | +12.7% | -9.3% | +0.4% |
| 1Y | +4.7% | +17.5% | -12.8% | +0.5% |
| 3Y | +23.3% | +76.9% | -53.6% | +4.4% |
| All | +22.8% | +76.1% | -53.3% | +4.4% |
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 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