-39.5%
TCPC vs SPY
+72.2%
-111.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | +3.0% | -3.7% | +6.7% | +5.4% |
| 3M | +9.5% | -2.7% | +12.2% | +11.3% |
| 6M | +8.0% | +2.2% | +5.9% | +6.4% |
| YTD | -13.2% | +10.8% | -24.0% | -18.8% |
| 1Y | -12.5% | +11.2% | -23.8% | -18.4% |
| 3Y | -39.9% | +76.5% | -116.4% | -57.9% |
| 5Y | -39.5% | +72.9% | -112.4% | -58.5% |
| All | -39.5% | +72.2% | -111.7% | -58.5% |
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