+245.6%
TK vs SPY
+2,256.7%
-2,011.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.8% |
| 7D | -0.9% | -0.9% | 0.0% | +0.2% |
| 30D | -14.4% | -2.4% | -12.0% | -12.3% |
| 3M | +17.9% | -1.2% | +19.0% | +19.1% |
| 6M | +5.7% | +3.3% | +2.4% | +1.5% |
| YTD | +59.5% | +12.3% | +47.2% | +40.4% |
| 1Y | +46.9% | +12.4% | +34.5% | +28.9% |
| 3Y | +162.7% | +78.8% | +83.9% | +38.3% |
| 5Y | +417.5% | +75.2% | +342.3% | +169.2% |
| 10Y | +204.0% | +311.1% | -107.1% | -31.9% |
| All | +245.6% | +2,256.7% | -2,011.1% | -63.0% |
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