-78.0%
TCX vs SPY
+1,883.1%
-1,961.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -24.0% | +0.1% | -24.1% | -24.0% |
| 3M | -21.6% | +2.0% | -23.6% | -22.6% |
| 6M | -39.6% | +13.0% | -52.6% | -43.9% |
| YTD | -52.1% | +13.5% | -65.7% | -55.6% |
| 1Y | -40.3% | +20.0% | -60.3% | -46.4% |
| 3Y | -56.2% | +77.2% | -133.4% | -68.5% |
| 5Y | -86.0% | +81.9% | -167.9% | -90.0% |
| 10Y | -60.8% | +314.1% | -374.8% | -81.6% |
| All | -78.0% | +1,883.1% | -1,961.0% | -97.5% |
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 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