+501.7%
SPCX vs TLN
+210.3%
+291.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.2% | -1.4% | -1.8% |
| 7D | +4.2% | +9.1% | -4.9% | -5.5% |
| 30D | -12.6% | -4.1% | -8.5% | -9.4% |
| 3M | +6.7% | +4.4% | +2.3% | -3.8% |
| 6M | +546.4% | +12.0% | +534.3% | +476.1% |
| YTD | +552.1% | -3.1% | +555.3% | +481.3% |
| 1Y | +453.2% | -6.1% | +459.2% | +393.5% |
| All | +501.7% | +210.3% | +291.4% | +374.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling