-73.0%
TCX vs SPY
+1,861.2%
-1,934.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.9% |
| 7D | +4.9% | -0.9% | +5.9% | +5.6% |
| 30D | +55.3% | -2.4% | +57.7% | +57.2% |
| 3M | +3.0% | -1.2% | +4.1% | +3.5% |
| 6M | -10.2% | +3.3% | -13.5% | -12.1% |
| YTD | -41.3% | +12.3% | -53.6% | -45.3% |
| 1Y | -41.0% | +12.4% | -53.5% | -45.1% |
| 3Y | -31.3% | +78.8% | -110.1% | -51.1% |
| 5Y | -85.1% | +75.2% | -160.3% | -89.1% |
| 10Y | -57.4% | +311.1% | -368.6% | -80.0% |
| All | -73.0% | +1,861.2% | -1,934.2% | -96.9% |
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