-86.2%
TCX vs SPY
+81.8%
-168.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.4% |
| 6M | -39.7% | +14.5% | -54.2% | -48.3% |
| YTD | -52.3% | +12.9% | -65.2% | -58.4% |
| 1Y | -38.4% | +19.4% | -57.8% | -49.6% |
| 3Y | -46.8% | +78.5% | -125.2% | -72.9% |
| 5Y | -86.2% | +81.8% | -168.0% | -93.2% |
| All | -86.2% | +81.8% | -168.0% | -93.2% |
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