+369.5%
TFIN vs SPY
+353.1%
+16.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.8% |
| 7D | -2.2% | +2.6% | -4.8% | -5.3% |
| 30D | -2.3% | -2.0% | -0.3% | 0.0% |
| 3M | -23.7% | -2.8% | -20.9% | -21.2% |
| 6M | -7.0% | +2.1% | -9.1% | -9.9% |
| YTD | -4.4% | +11.5% | -15.9% | -16.9% |
| 1Y | +12.9% | +13.5% | -0.5% | -4.0% |
| 3Y | -8.0% | +77.7% | -85.7% | -54.7% |
| 5Y | -53.0% | +72.6% | -125.6% | -75.4% |
| 10Y | +189.2% | +308.2% | -119.0% | -32.0% |
| All | +369.5% | +353.1% | +16.4% | +8.6% |
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