+173.5%
TK vs SPY
+321.4%
-147.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | +23.7% | -1.4% | +25.1% | +25.4% |
| 3M | +17.1% | +3.7% | +13.4% | +12.3% |
| 6M | +19.1% | +13.0% | +6.1% | +4.3% |
| YTD | +65.6% | +12.4% | +53.2% | +45.7% |
| 1Y | +74.3% | +18.5% | +55.7% | +44.6% |
| 3Y | +221.1% | +77.6% | +143.5% | +64.2% |
| 5Y | +460.4% | +81.7% | +378.7% | +170.2% |
| All | +173.5% | +321.4% | -147.9% | -66.5% |
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