+454.0%
TK vs SPY
+81.8%
+372.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | +2.5% | +0.5% | +1.9% | +2.2% |
| 30D | +17.7% | -0.9% | +18.6% | +18.3% |
| 3M | +15.0% | +3.9% | +11.1% | +12.5% |
| 6M | +17.9% | +14.5% | +3.4% | +9.3% |
| YTD | +59.5% | +12.9% | +46.5% | +48.8% |
| 1Y | +67.2% | +19.4% | +47.9% | +51.3% |
| 3Y | +209.3% | +78.5% | +130.8% | +118.9% |
| 5Y | +454.0% | +81.8% | +372.3% | +286.9% |
| All | +454.0% | +81.8% | +372.3% | +286.9% |
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