+178.8%
TK vs SPY
+318.9%
-140.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.6% |
| 7D | +4.7% | -2.0% | +6.7% | +6.8% |
| 30D | +24.8% | -1.7% | +26.4% | +26.9% |
| 3M | +18.3% | +4.7% | +13.6% | +12.3% |
| 6M | +23.8% | +12.5% | +11.3% | +8.9% |
| YTD | +68.8% | +11.7% | +57.1% | +49.4% |
| 1Y | +80.4% | +17.5% | +62.9% | +51.0% |
| 3Y | +227.4% | +76.6% | +150.9% | +68.4% |
| 5Y | +484.7% | +82.0% | +402.7% | +180.4% |
| All | +178.8% | +318.9% | -140.1% | -65.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling