+10.7%
TKC vs SPY
+307.0%
-296.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.3% | +2.6% | +2.7% | +3.7% |
| 30D | -4.4% | -2.0% | -2.4% | -3.2% |
| 3M | -11.3% | -2.8% | -8.5% | -9.7% |
| 6M | -23.9% | +2.1% | -26.0% | -24.8% |
| YTD | -12.1% | +11.5% | -23.6% | -17.5% |
| 1Y | -13.4% | +13.5% | -26.9% | -19.6% |
| 3Y | +18.4% | +77.7% | -59.3% | -17.0% |
| 5Y | +29.4% | +72.6% | -43.2% | -8.3% |
| All | +10.7% | +307.0% | -296.3% | -59.3% |
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 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