+727.9%
TU vs SPY
+1,783.3%
-1,055.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -6.4% | +2.6% | -9.0% | -7.6% |
| 30D | +5.2% | -2.0% | +7.2% | +5.9% |
| 3M | -10.6% | -2.8% | -7.8% | -9.6% |
| 6M | -28.3% | +2.1% | -30.4% | -29.5% |
| YTD | -31.1% | +11.5% | -42.6% | -35.3% |
| 1Y | -38.3% | +13.5% | -51.7% | -42.6% |
| 3Y | -40.7% | +77.7% | -118.3% | -57.1% |
| 5Y | -51.2% | +72.6% | -123.8% | -64.5% |
| 10Y | -8.1% | +308.2% | -316.3% | -57.1% |
| All | +727.9% | +1,783.3% | -1,055.3% | +147.8% |
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 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