+1,392.9%
TCI vs SPY
+3,015.5%
-1,622.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +2.1% | -3.7% | +5.7% | +3.2% |
| 3M | +35.8% | -2.7% | +38.6% | +36.9% |
| 6M | +36.6% | +2.2% | +34.4% | +35.5% |
| YTD | -16.9% | +10.8% | -27.7% | -19.5% |
| 1Y | +7.3% | +11.2% | -4.0% | +3.7% |
| 3Y | +62.1% | +76.5% | -14.4% | +37.2% |
| 5Y | +27.0% | +72.9% | -46.0% | +7.4% |
| 10Y | +307.8% | +304.8% | +3.0% | +186.7% |
| All | +1,392.9% | +3,015.5% | -1,622.6% | +755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling