+79.9%
TCBX vs SPY
+73.7%
+6.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -1.1% | -1.1% | 0.0% | -0.3% |
| 3M | +14.1% | +3.9% | +10.2% | +10.4% |
| 6M | +19.4% | +13.6% | +5.8% | +7.4% |
| YTD | +18.4% | +12.7% | +5.7% | +7.3% |
| 1Y | +12.9% | +17.5% | -4.6% | -1.1% |
| 3Y | +143.5% | +76.9% | +66.6% | +59.3% |
| All | +79.9% | +73.7% | +6.2% | +14.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling