+63.0%
TCMD vs SPY
+20.8%
+42.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -27.1% | +0.1% | -27.1% | -27.0% |
| 3M | -13.1% | +2.0% | -15.1% | -14.2% |
| 6M | -27.5% | +13.0% | -40.5% | -33.1% |
| YTD | -24.6% | +13.5% | -38.1% | -30.1% |
| 1Y | +63.0% | +20.0% | +43.0% | +36.7% |
| All | +63.0% | +20.8% | +42.1% | +36.7% |
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