+253.9%
TK vs SPY
+2,239.9%
-1,986.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +7.8% | +2.6% | +5.2% | +5.1% |
| 30D | -6.0% | -2.0% | -4.0% | -4.1% |
| 3M | +12.9% | -2.8% | +15.7% | +16.0% |
| 6M | +12.0% | +2.1% | +9.8% | +8.7% |
| YTD | +63.3% | +11.5% | +51.8% | +44.8% |
| 1Y | +47.0% | +13.5% | +33.6% | +27.8% |
| 3Y | +170.5% | +77.7% | +92.8% | +43.3% |
| 5Y | +440.3% | +72.6% | +367.7% | +185.4% |
| 10Y | +211.3% | +308.2% | -96.8% | -29.8% |
| All | +253.9% | +2,239.9% | -1,986.0% | -61.9% |
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 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