+22.9%
TNC vs SPY
+322.5%
-299.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.2% |
| 7D | -4.5% | -0.8% | -3.7% | -3.8% |
| 30D | -0.3% | -1.1% | +0.8% | +0.7% |
| 3M | -21.1% | +3.9% | -25.0% | -24.1% |
| 6M | +8.5% | +13.6% | -5.1% | -4.4% |
| YTD | -5.5% | +12.7% | -18.2% | -16.3% |
| 1Y | -15.9% | +17.5% | -33.4% | -28.6% |
| 3Y | -8.8% | +76.9% | -85.7% | -49.4% |
| 5Y | -1.0% | +83.6% | -84.6% | -47.6% |
| All | +22.9% | +322.5% | -299.5% | -74.9% |
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