+727.0%
TU vs SPY
+1,790.2%
-1,063.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -9.6% | +3.3% | -12.8% | -11.1% |
| 30D | +6.5% | -2.7% | +9.2% | +7.7% |
| 3M | -9.2% | -1.7% | -7.5% | -8.7% |
| 6M | -29.5% | +3.1% | -32.6% | -31.0% |
| YTD | -31.2% | +11.9% | -43.1% | -35.5% |
| 1Y | -38.2% | +12.0% | -50.2% | -42.1% |
| 3Y | -40.7% | +78.2% | -118.9% | -57.2% |
| 5Y | -51.2% | +73.2% | -124.5% | -64.6% |
| 10Y | -8.2% | +309.6% | -317.9% | -57.3% |
| All | +727.0% | +1,790.2% | -1,063.2% | +147.0% |
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 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