+23.9%
TCAI vs SPY
+17.6%
+6.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.4% | -7.3% | -1.8% |
| 7D | -24.4% | -4.7% | -19.7% | -15.4% |
| 30D | -36.5% | -5.9% | -30.6% | -26.5% |
| 3M | -34.6% | -4.5% | -30.0% | -26.6% |
| 6M | -36.3% | +1.8% | -38.1% | -37.0% |
| YTD | +5.2% | +8.3% | -3.1% | -7.2% |
| 1Y | -6.4% | +9.3% | -15.7% | -18.4% |
| All | +23.9% | +17.6% | +6.3% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling