-76.1%
TUSK vs SPY
+316.9%
-393.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -0.6% | -0.8% | +0.1% | +0.1% |
| 30D | -5.5% | -1.1% | -4.4% | -4.6% |
| 3M | -2.8% | +3.9% | -6.7% | -6.6% |
| 6M | +40.9% | +13.6% | +27.3% | +23.8% |
| YTD | +67.6% | +12.7% | +54.9% | +49.0% |
| 1Y | +30.3% | +17.5% | +12.7% | +11.1% |
| 3Y | -36.1% | +76.9% | -113.1% | -63.7% |
| 5Y | -6.9% | +83.6% | -90.5% | -49.2% |
| All | -76.1% | +316.9% | -393.0% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling