-1.8%
TLTI vs SPY
+29.0%
-30.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | -0.2% | -0.9% | +0.8% | -0.1% |
| 3M | -1.3% | +3.9% | -5.2% | -1.9% |
| 6M | -3.7% | +14.5% | -18.3% | -5.4% |
| YTD | -1.3% | +12.9% | -14.2% | -2.9% |
| 1Y | -2.3% | +19.4% | -21.7% | -4.5% |
| All | -1.8% | +29.0% | -30.8% | -6.0% |
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 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