+80.4%
TCBX vs SPY
+72.2%
+8.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +0.6% | -2.0% | +2.5% | +2.1% |
| 30D | +0.4% | -1.7% | +2.1% | +1.7% |
| 3M | +12.5% | +4.7% | +7.8% | +8.2% |
| 6M | +17.7% | +12.5% | +5.2% | +6.7% |
| YTD | +18.7% | +11.7% | +7.0% | +8.2% |
| 1Y | +14.5% | +17.5% | -3.0% | +0.2% |
| 3Y | +139.8% | +76.6% | +63.3% | +57.3% |
| All | +80.4% | +72.2% | +8.2% | +16.0% |
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