-18.8%
TFIN vs SPY
+81.0%
-99.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.5% |
| 30D | -12.1% | -1.4% | -10.7% | -10.4% |
| 3M | -8.8% | +3.7% | -12.5% | -13.4% |
| 6M | +13.4% | +13.0% | +0.4% | -4.4% |
| YTD | +5.7% | +12.4% | -6.7% | -9.9% |
| 1Y | +5.9% | +18.5% | -12.7% | -16.4% |
| 3Y | +1.8% | +77.6% | -75.8% | -53.1% |
| 5Y | -18.8% | +81.7% | -100.5% | -60.4% |
| All | -18.8% | +81.0% | -99.8% | -60.4% |
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