+52.3%
TCPC vs SPY
+571.6%
-519.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | +0.9% |
| 7D | +1.2% | -4.7% | +5.9% | +4.8% |
| 30D | +7.0% | -5.9% | +12.9% | +11.8% |
| 3M | +27.4% | -4.5% | +31.9% | +31.7% |
| 6M | +6.9% | +1.8% | +5.1% | +5.3% |
| YTD | -10.3% | +8.3% | -18.6% | -15.3% |
| 1Y | -7.1% | +9.3% | -16.5% | -13.1% |
| 3Y | -38.1% | +74.9% | -112.9% | -59.0% |
| 5Y | -39.0% | +67.3% | -106.3% | -58.9% |
| 10Y | -6.7% | +311.6% | -318.3% | -65.0% |
| All | +52.3% | +571.6% | -519.3% | -53.8% |
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 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