-14.7%
TCPC vs SPY
+307.0%
-321.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -4.4% | +2.6% | -7.0% | -6.4% |
| 30D | +0.7% | -2.0% | +2.7% | +2.1% |
| 3M | +1.9% | -2.8% | +4.7% | +4.0% |
| 6M | +8.5% | +2.1% | +6.4% | +6.5% |
| YTD | -13.6% | +11.5% | -25.1% | -20.8% |
| 1Y | -15.1% | +13.5% | -28.5% | -23.3% |
| 3Y | -39.5% | +77.7% | -117.2% | -62.1% |
| 5Y | -40.0% | +72.6% | -112.7% | -62.1% |
| All | -14.7% | +307.0% | -321.7% | -71.0% |
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