-16.7%
TCI vs SPY
+18.1%
-34.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | +3.7% | -0.8% | +4.5% | +4.1% |
| 30D | +8.0% | -1.1% | +9.0% | +8.4% |
| 3M | 0.0% | +3.9% | -3.8% | -1.4% |
| 6M | +11.0% | +13.6% | -2.6% | +3.4% |
| YTD | -33.3% | +12.7% | -46.0% | -37.5% |
| 1Y | -16.7% | +17.5% | -34.2% | -25.0% |
| All | -16.7% | +18.1% | -34.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling