-6.6%
TUSK vs SPY
+79.8%
-86.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | 0.0% | -2.0% | +2.0% | +2.0% |
| 30D | -5.2% | -1.7% | -3.5% | -3.7% |
| 3M | -7.7% | +4.7% | -12.5% | -12.2% |
| 6M | +42.0% | +12.5% | +29.5% | +26.0% |
| YTD | +68.1% | +11.7% | +56.4% | +50.8% |
| 1Y | +32.9% | +17.5% | +15.4% | +13.3% |
| 3Y | -34.7% | +76.6% | -111.2% | -63.5% |
| 5Y | -6.6% | +82.0% | -88.6% | -52.7% |
| All | -6.6% | +79.8% | -86.4% | -52.7% |
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