+22.6%
TJUL vs SPY
+74.6%
-52.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | +0.2% | -1.7% | +1.9% | +0.6% |
| 3M | +1.5% | +4.7% | -3.2% | +0.4% |
| 6M | +3.1% | +12.5% | -9.4% | +0.1% |
| YTD | +3.2% | +11.7% | -8.5% | +0.4% |
| 1Y | +4.7% | +17.5% | -12.8% | +0.5% |
| 3Y | +23.3% | +76.6% | -53.3% | +4.4% |
| All | +22.6% | +74.6% | -52.0% | +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 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