-75.4%
TUSK vs SPY
+317.8%
-393.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.9% |
| 7D | +3.1% | +0.5% | +2.5% | +2.5% |
| 30D | -5.8% | -0.9% | -4.8% | -5.0% |
| 3M | -8.2% | +3.9% | -12.1% | -11.9% |
| 6M | +50.7% | +14.5% | +36.2% | +31.4% |
| YTD | +72.7% | +12.9% | +59.8% | +53.2% |
| 1Y | +36.0% | +19.4% | +16.6% | +14.2% |
| 3Y | -32.9% | +78.5% | -111.3% | -62.1% |
| 5Y | -8.7% | +81.8% | -90.5% | -49.7% |
| All | -75.4% | +317.8% | -393.2% | -94.7% |
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 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