-38.6%
TCPC vs SPY
+67.4%
-106.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +4.7% |
| 30D | +9.1% | -5.4% | +14.5% | +13.1% |
| 3M | +15.1% | -4.1% | +19.2% | +18.3% |
| 6M | +8.1% | +0.7% | +7.4% | +7.5% |
| YTD | -9.6% | +8.7% | -18.3% | -14.3% |
| 1Y | -10.7% | +10.9% | -21.5% | -16.4% |
| 3Y | -37.6% | +75.0% | -112.6% | -56.0% |
| All | -38.6% | +67.4% | -106.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling