+899.2%
TY vs SPY
+2,945.2%
-2,046.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | +1.1% |
| 7D | -2.5% | -4.7% | +2.2% | +1.3% |
| 30D | -2.3% | -5.9% | +3.6% | +2.4% |
| 3M | -4.4% | -4.5% | +0.1% | -0.9% |
| 6M | +1.6% | +1.8% | -0.1% | -0.1% |
| YTD | +7.6% | +8.3% | -0.7% | +0.5% |
| 1Y | +3.9% | +9.3% | -5.5% | -3.7% |
| 3Y | +42.9% | +74.9% | -31.9% | -10.0% |
| 5Y | +17.3% | +67.3% | -50.0% | -24.0% |
| 10Y | +148.6% | +311.6% | -162.9% | -22.4% |
| All | +899.2% | +2,945.2% | -2,046.0% | -18.1% |
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