+941.4%
TOWN vs SPY
+825.3%
+116.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +11.6% | +2.0% | +9.6% | +9.6% |
| 6M | +14.3% | +13.0% | +1.3% | +4.0% |
| YTD | +16.8% | +13.5% | +3.2% | +5.8% |
| 1Y | +8.2% | +20.0% | -11.7% | -6.0% |
| 3Y | +74.7% | +77.2% | -2.5% | +13.5% |
| 5Y | +51.8% | +81.9% | -30.0% | -4.0% |
| 10Y | +113.6% | +314.1% | -200.5% | -22.0% |
| All | +941.4% | +825.3% | +116.1% | +127.2% |
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