+174.0%
TFIN vs SPY
+308.5%
-134.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | -5.1% | +3.3% | -8.4% | -9.1% |
| 30D | -5.4% | -2.7% | -2.7% | -2.1% |
| 3M | -22.9% | -1.7% | -21.2% | -21.3% |
| 6M | -8.3% | +3.1% | -11.4% | -12.5% |
| YTD | -5.7% | +11.9% | -17.6% | -19.3% |
| 1Y | +8.8% | +12.0% | -3.2% | -7.0% |
| 3Y | -9.2% | +78.2% | -87.3% | -57.9% |
| 5Y | -53.7% | +73.2% | -126.9% | -77.1% |
| All | +174.0% | +308.5% | -134.5% | -50.0% |
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