+825.1%
TU vs SPY
+1,818.0%
-992.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -19.3% | +2.0% | -21.3% | -20.3% |
| 6M | -26.9% | +13.0% | -40.0% | -31.6% |
| YTD | -23.0% | +13.5% | -36.5% | -28.1% |
| 1Y | -38.2% | +20.0% | -58.2% | -44.0% |
| 3Y | -33.6% | +77.2% | -110.7% | -51.7% |
| 5Y | -45.3% | +81.9% | -127.1% | -61.1% |
| 10Y | -5.4% | +314.1% | -319.5% | -56.1% |
| All | +825.1% | +1,818.0% | -992.9% | +175.2% |
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