+251.2%
TNET vs SPY
+329.8%
-78.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.5% |
| 7D | -5.2% | -0.7% | -4.5% | -4.5% |
| 30D | +4.5% | -1.0% | +5.5% | +5.4% |
| 3M | -3.7% | -0.3% | -3.3% | -3.5% |
| 6M | +56.4% | +7.3% | +49.1% | +43.9% |
| YTD | +15.0% | +13.3% | +1.7% | -0.2% |
| 1Y | +17.3% | +14.8% | +2.5% | +0.1% |
| 3Y | -33.4% | +82.9% | -116.3% | -66.4% |
| 5Y | -32.5% | +75.6% | -108.1% | -64.5% |
| 10Y | +251.2% | +330.5% | -79.3% | -37.9% |
| All | +251.2% | +329.8% | -78.6% | -37.9% |
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