-76.2%
TURB vs SPY
+82.4%
-158.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.6% |
| 7D | +4.4% | -0.4% | +4.7% | +4.1% |
| 30D | -15.0% | -1.4% | -13.6% | -15.8% |
| 3M | -22.7% | +3.7% | -26.4% | -20.5% |
| 6M | -76.4% | +13.0% | -89.4% | -74.0% |
| YTD | +29.1% | +12.4% | +16.7% | +42.4% |
| 1Y | -52.8% | +18.5% | -71.3% | -47.9% |
| All | -76.2% | +82.4% | -158.6% | -81.8% |
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