+82.6%
TCAI vs SPY
+20.8%
+61.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.2% |
| 3M | -14.0% | +2.0% | -16.0% | -17.3% |
| 6M | +30.4% | +13.0% | +17.3% | +2.6% |
| YTD | +59.1% | +13.5% | +45.6% | +24.1% |
| 1Y | +82.6% | +20.0% | +62.6% | +29.6% |
| All | +82.6% | +20.8% | +61.7% | +29.6% |
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