-25.1%
TKC vs SPY
+729.4%
-754.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -6.1% | +0.1% | -6.1% | -6.1% |
| 3M | -13.9% | +2.0% | -15.8% | -15.4% |
| 6M | -21.2% | +13.0% | -34.2% | -29.4% |
| YTD | -6.8% | +13.5% | -20.3% | -17.0% |
| 1Y | -6.9% | +20.0% | -26.8% | -21.4% |
| 3Y | +10.8% | +77.2% | -66.3% | -36.1% |
| 5Y | +25.7% | +81.9% | -56.2% | -31.6% |
| 10Y | -1.7% | +314.1% | -315.8% | -78.0% |
| All | -25.1% | +729.4% | -754.5% | -92.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling