+20.4%
TCAI vs SPY
+12.1%
+8.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -1.8% |
| 7D | +8.2% | +2.6% | +5.6% | +2.1% |
| 30D | -15.9% | -2.0% | -13.9% | -10.8% |
| 3M | -28.2% | -2.8% | -25.4% | -22.2% |
| 6M | -28.5% | +2.1% | -30.6% | -30.3% |
| YTD | +20.3% | +11.5% | +8.8% | -1.8% |
| 1Y | +20.4% | +13.5% | +6.9% | -5.7% |
| All | +20.4% | +12.1% | +8.3% | -5.7% |
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