+1,202.5%
TNC vs SPY
+3,074.3%
-1,871.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +6.1% | +0.5% | +5.6% | +5.6% |
| 30D | -0.1% | -0.9% | +0.8% | +0.7% |
| 3M | -13.5% | +3.9% | -17.4% | -16.4% |
| 6M | +20.5% | +14.5% | +6.0% | +7.0% |
| YTD | +1.0% | +12.9% | -11.9% | -9.4% |
| 1Y | -9.2% | +19.4% | -28.5% | -22.4% |
| 3Y | -2.0% | +78.5% | -80.5% | -41.5% |
| 5Y | +5.5% | +81.8% | -76.2% | -38.4% |
| 10Y | +29.9% | +311.5% | -281.6% | -61.5% |
| All | +1,202.5% | +3,074.3% | -1,871.7% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling