+19.4%
TBCH vs SPY
+75.5%
-56.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.0% |
| 7D | -5.4% | -2.0% | -3.4% | -2.1% |
| 30D | -8.1% | -1.7% | -6.4% | -5.3% |
| 3M | -9.7% | +4.7% | -14.4% | -15.7% |
| 6M | -12.5% | +12.5% | -25.0% | -27.3% |
| YTD | -15.6% | +11.7% | -27.3% | -29.1% |
| 1Y | -21.0% | +17.5% | -38.5% | -38.9% |
| All | +19.4% | +75.5% | -56.1% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling