+134.9%
TCMD vs SPY
+300.1%
-165.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | +13.0% | -2.7% | +15.7% | +16.3% |
| 30D | +18.2% | -5.4% | +23.6% | +25.4% |
| 3M | -9.8% | -4.1% | -5.7% | -5.6% |
| 6M | +2.9% | +0.7% | +2.2% | +2.0% |
| YTD | -10.2% | +8.7% | -18.9% | -17.6% |
| 1Y | +9.0% | +10.9% | -1.8% | -2.0% |
| 3Y | +106.1% | +75.0% | +31.1% | +10.9% |
| 5Y | -31.4% | +67.8% | -99.2% | -60.6% |
| 10Y | +50.0% | +312.9% | -262.8% | -58.8% |
| All | +134.9% | +300.1% | -165.2% | -33.6% |
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 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