+10.6%
TCAL vs SPY
+12.3%
-1.8%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +5.8% | -3.3% | +9.2% | +6.6% |
| 3M | +4.3% | -2.4% | +6.7% | +4.8% |
| 6M | +13.3% | +2.6% | +10.8% | +12.5% |
| YTD | +10.0% | +11.2% | -1.2% | +5.8% |
| All | +10.6% | +12.3% | -1.8% | +6.3% |
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