+1,054.7%
TCI vs SPY
+3,091.8%
-2,037.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -7.5% | +0.1% | -7.6% | -7.5% |
| 3M | +0.2% | +2.0% | -1.8% | -0.4% |
| 6M | +0.9% | +13.0% | -12.1% | -2.8% |
| YTD | -35.7% | +13.5% | -49.2% | -38.1% |
| 1Y | -20.1% | +20.0% | -40.0% | -24.4% |
| 3Y | +10.5% | +77.2% | -66.7% | -6.6% |
| 5Y | +8.9% | +81.9% | -73.0% | -9.2% |
| 10Y | +234.1% | +314.1% | -79.9% | +133.4% |
| All | +1,054.7% | +3,091.8% | -2,037.1% | +557.8% |
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