+217.1%
TBCH vs SPY
+322.5%
-105.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +7.1% |
| 7D | +2.6% | -0.8% | +3.4% | +3.8% |
| 30D | -0.5% | -1.1% | +0.6% | +1.1% |
| 3M | -4.3% | +3.9% | -8.2% | -8.3% |
| 6M | -4.7% | +13.6% | -18.3% | -18.6% |
| YTD | -8.7% | +12.7% | -21.4% | -21.2% |
| 1Y | -15.4% | +17.5% | -33.0% | -30.6% |
| 3Y | +29.1% | +76.9% | -47.8% | -33.9% |
| 5Y | -55.5% | +83.6% | -139.0% | -77.4% |
| All | +217.1% | +322.5% | -105.4% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling