-39.5%
TCX vs SPY
+19.3%
-58.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -31.8% | -0.9% | -30.8% | -31.0% |
| 3M | -18.9% | +3.9% | -22.8% | -21.8% |
| 6M | -39.7% | +14.5% | -54.2% | -46.7% |
| YTD | -52.3% | +12.9% | -65.2% | -57.2% |
| All | -39.5% | +19.3% | -58.8% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling