-95.2%
TC vs SPY
+12.3%
-107.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.7% | +6.7% |
| 7D | -7.4% | +0.1% | -7.4% | -7.3% |
| 30D | -43.2% | -3.3% | -39.9% | -44.3% |
| 3M | -53.9% | -2.4% | -51.5% | -54.4% |
| 6M | -91.5% | +2.6% | -94.0% | -91.4% |
| YTD | -87.4% | +11.2% | -98.6% | -87.8% |
| All | -95.2% | +12.3% | -107.6% | -95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling