-0.6%
TNC vs SPY
+79.8%
-80.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -1.9% | -2.0% | +0.1% | -0.2% |
| 30D | +4.5% | -1.7% | +6.2% | +6.0% |
| 3M | -18.9% | +4.7% | -23.7% | -22.0% |
| 6M | +10.2% | +12.5% | -2.3% | -0.1% |
| YTD | -5.2% | +11.7% | -16.9% | -13.7% |
| 1Y | -13.4% | +17.5% | -30.9% | -24.5% |
| 3Y | -8.0% | +76.6% | -84.5% | -43.2% |
| 5Y | -0.6% | +82.0% | -82.6% | -40.5% |
| All | -0.6% | +79.8% | -80.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling