+154.2%
TCBK vs SPY
+318.9%
-164.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.6% |
| 30D | -6.0% | -1.7% | -4.4% | -4.6% |
| 3M | +2.6% | +4.7% | -2.1% | -2.0% |
| 6M | +14.2% | +12.5% | +1.7% | +1.9% |
| YTD | +15.0% | +11.7% | +3.2% | +3.2% |
| 1Y | +21.1% | +17.5% | +3.6% | +3.8% |
| 3Y | +81.3% | +76.6% | +4.7% | +7.0% |
| 5Y | +54.6% | +82.0% | -27.4% | -12.5% |
| All | +154.2% | +318.9% | -164.7% | -45.5% |
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