+6.9%
TCI vs SPY
+81.8%
-74.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +5.1% | +0.5% | +4.6% | +4.8% |
| 30D | +4.7% | -0.9% | +5.6% | +5.2% |
| 3M | +5.5% | +3.9% | +1.6% | +3.2% |
| 6M | +5.5% | +14.5% | -9.0% | -2.2% |
| YTD | -34.4% | +12.9% | -47.3% | -38.7% |
| 1Y | -17.5% | +19.4% | -36.9% | -25.4% |
| 3Y | +15.9% | +78.5% | -62.6% | -14.5% |
| 5Y | +6.9% | +81.8% | -74.9% | -24.6% |
| All | +6.9% | +81.8% | -74.9% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling