+120.3%
TCBK vs SPY
+307.0%
-186.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -0.7% | +2.6% | -3.3% | -3.0% |
| 30D | +2.0% | -2.0% | +4.0% | +3.7% |
| 3M | -10.2% | -2.8% | -7.4% | -8.1% |
| 6M | +6.6% | +2.1% | +4.4% | +3.8% |
| YTD | +11.7% | +11.5% | +0.2% | +0.3% |
| 1Y | +18.4% | +13.5% | +5.0% | +4.6% |
| 3Y | +66.9% | +77.7% | -10.8% | -2.0% |
| 5Y | +29.5% | +72.6% | -43.1% | -22.6% |
| All | +120.3% | +307.0% | -186.7% | -51.4% |
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