-100.0%
TC vs SPY
+212.3%
-312.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -17.8% | -2.7% | -15.1% | -17.2% |
| 30D | -47.5% | -5.4% | -42.1% | -46.7% |
| 3M | -57.7% | -4.1% | -53.6% | -57.2% |
| 6M | -91.0% | +0.7% | -91.7% | -91.1% |
| YTD | -88.1% | +8.7% | -96.8% | -88.5% |
| 1Y | -95.5% | +10.9% | -106.4% | -95.7% |
| 3Y | -99.3% | +75.0% | -174.3% | -99.4% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| All | -100.0% | +212.3% | -312.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling