-35.9%
TUSK vs SPY
+75.5%
-111.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +1.7% |
| 30D | -5.2% | -1.7% | -3.5% | -3.9% |
| 3M | -7.7% | +4.7% | -12.5% | -11.6% |
| 6M | +42.0% | +12.5% | +29.5% | +28.7% |
| YTD | +68.1% | +11.7% | +56.4% | +53.8% |
| 1Y | +32.9% | +17.5% | +15.4% | +16.3% |
| All | -35.9% | +75.5% | -111.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling