-99.9%
TC vs SPY
+74.0%
-173.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -1.2% | +3.3% | -4.5% | -1.7% |
| 30D | -36.2% | -2.7% | -33.5% | -35.9% |
| 3M | -64.2% | -1.7% | -62.5% | -64.2% |
| 6M | -91.7% | +3.1% | -94.8% | -91.8% |
| YTD | -88.1% | +11.9% | -100.0% | -88.4% |
| 1Y | -95.5% | +12.0% | -107.5% | -95.6% |
| 3Y | -99.1% | +78.2% | -177.3% | -99.2% |
| 5Y | -99.9% | +73.2% | -173.1% | -99.9% |
| All | -99.9% | +74.0% | -173.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling