+253.6%
TK vs SPY
+2,283.0%
-2,029.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +25.4% | +0.1% | +25.3% | +25.3% |
| 3M | +19.6% | +2.0% | +17.6% | +16.5% |
| 6M | +14.8% | +13.0% | +1.7% | +0.6% |
| YTD | +63.2% | +13.5% | +49.6% | +42.3% |
| 1Y | +78.6% | +20.0% | +58.6% | +46.7% |
| 3Y | +199.3% | +77.2% | +122.1% | +59.0% |
| 5Y | +461.9% | +81.9% | +380.1% | +181.4% |
| 10Y | +180.4% | +314.1% | -133.6% | -37.4% |
| All | +253.6% | +2,283.0% | -2,029.4% | -62.6% |
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