+42.5%
TCMD vs SPY
+318.9%
-276.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.0% |
| 7D | +1.4% | -2.0% | +3.4% | +3.5% |
| 30D | -7.6% | -1.7% | -5.9% | -6.0% |
| 3M | -14.1% | +4.7% | -18.8% | -18.2% |
| 6M | -20.6% | +12.5% | -33.1% | -30.0% |
| YTD | -23.0% | +11.7% | -34.8% | -31.5% |
| 1Y | +68.3% | +17.5% | +50.8% | +41.4% |
| 3Y | +22.1% | +76.6% | -54.5% | -35.1% |
| 5Y | -47.4% | +82.0% | -129.5% | -72.4% |
| All | +42.5% | +318.9% | -276.4% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling