+99.1%
TCHP vs SPY
+150.4%
-51.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -0.3% |
| 30D | -2.1% | -1.1% | -1.1% | -0.8% |
| 3M | +0.8% | +3.9% | -3.0% | -3.8% |
| 6M | +7.5% | +13.6% | -6.2% | -8.4% |
| YTD | +0.7% | +12.7% | -12.0% | -13.3% |
| 1Y | +4.7% | +17.5% | -12.8% | -14.4% |
| 3Y | +75.0% | +76.9% | -1.9% | -15.1% |
| 5Y | +49.5% | +83.6% | -34.1% | -29.2% |
| All | +99.1% | +150.4% | -51.3% | -35.0% |
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