+254.6%
TFIN vs SPY
+318.9%
-64.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.9% |
| 7D | -2.7% | -2.0% | -0.7% | -0.1% |
| 30D | -12.3% | -1.7% | -10.7% | -10.4% |
| 3M | -8.4% | +4.7% | -13.2% | -14.1% |
| 6M | +14.3% | +12.5% | +1.8% | -2.8% |
| YTD | +6.8% | +11.7% | -4.9% | -8.0% |
| 1Y | +11.8% | +17.5% | -5.7% | -10.3% |
| 3Y | +2.9% | +76.6% | -73.7% | -51.4% |
| 5Y | -18.6% | +82.0% | -100.6% | -62.1% |
| All | +254.6% | +318.9% | -64.2% | -30.7% |
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