+945.3%
TY vs SPY
+3,091.8%
-2,146.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +3.4% | +2.0% | +1.4% | +1.7% |
| 6M | +10.9% | +13.0% | -2.1% | +0.3% |
| YTD | +12.6% | +13.5% | -1.0% | +1.4% |
| 1Y | +11.2% | +20.0% | -8.7% | -4.2% |
| 3Y | +45.8% | +77.2% | -31.3% | -9.0% |
| 5Y | +24.9% | +81.9% | -57.0% | -24.3% |
| 10Y | +151.6% | +314.1% | -162.5% | -21.8% |
| All | +945.3% | +3,091.8% | -2,146.4% | -17.4% |
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