-60.8%
TCX vs SPY
+312.5%
-373.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | -15.6% | -1.4% | -14.2% | -14.5% |
| 3M | -20.3% | +3.7% | -24.0% | -22.9% |
| 6M | -39.4% | +13.0% | -52.4% | -45.8% |
| YTD | -51.9% | +12.4% | -64.3% | -56.8% |
| 1Y | -39.0% | +18.5% | -57.5% | -47.7% |
| 3Y | -46.3% | +77.6% | -123.9% | -67.9% |
| 5Y | -85.8% | +81.7% | -167.5% | -91.6% |
| 10Y | -60.8% | +319.7% | -380.4% | -88.6% |
| All | -60.8% | +312.5% | -373.3% | -88.6% |
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 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