-77.0%
TURB vs SPY
+82.8%
-159.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -5.9% |
| 7D | -5.7% | -0.8% | -5.0% | -6.2% |
| 30D | -11.5% | -1.1% | -10.5% | -12.1% |
| 3M | -25.8% | +3.9% | -29.7% | -23.6% |
| 6M | -69.3% | +13.6% | -82.9% | -66.0% |
| YTD | +24.7% | +12.7% | +12.1% | +37.9% |
| 1Y | -55.6% | +17.5% | -73.1% | -50.8% |
| All | -77.0% | +82.8% | -159.9% | -82.4% |
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