+244.9%
TCI vs SPY
+312.5%
-67.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | +8.1% | -1.4% | +9.5% | +9.2% |
| 3M | +1.9% | +3.7% | -1.8% | -0.8% |
| 6M | +5.3% | +13.0% | -7.7% | -3.4% |
| YTD | -33.8% | +12.4% | -46.2% | -39.1% |
| 1Y | -16.3% | +18.5% | -34.8% | -25.9% |
| 3Y | +16.8% | +77.6% | -60.8% | -22.6% |
| 5Y | +10.5% | +81.7% | -71.1% | -29.3% |
| 10Y | +244.9% | +319.7% | -74.8% | +34.6% |
| All | +244.9% | +312.5% | -67.6% | +34.6% |
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