-3.2%
TLTW vs SPY
+93.9%
-97.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.9% | +3.3% | -5.2% | -2.3% |
| 30D | +2.9% | -2.7% | +5.6% | +3.2% |
| 3M | +0.2% | -1.7% | +1.9% | +0.4% |
| 6M | -1.5% | +3.1% | -4.6% | -2.0% |
| YTD | -1.1% | +11.9% | -13.0% | -2.7% |
| 1Y | -3.0% | +12.0% | -15.0% | -4.5% |
| 3Y | +11.9% | +78.2% | -66.3% | +1.9% |
| All | -3.2% | +93.9% | -97.1% | -14.8% |
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