+456.4%
SPCX vs TLN
-8.6%
+465.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +2.2% |
| 7D | +1.3% | +1.1% | +0.2% | -6.0% |
| 30D | -12.0% | -4.6% | -7.4% | -8.8% |
| 3M | +3.1% | +5.2% | -2.1% | -44.2% |
| 6M | +551.0% | +11.4% | +539.6% | +130.2% |
| YTD | +556.8% | -3.6% | +560.5% | +130.7% |
| 1Y | +456.4% | -8.2% | +464.7% | +98.3% |
| All | +456.4% | -8.6% | +465.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling