-22.3%
TNET vs SPY
+82.0%
-104.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +50.1% | +2.0% | +48.1% | +47.3% |
| 6M | +89.7% | +13.0% | +76.7% | +70.3% |
| YTD | +19.0% | +13.5% | +5.4% | +6.7% |
| 1Y | -1.3% | +20.0% | -21.3% | -15.7% |
| 3Y | -35.3% | +77.2% | -112.4% | -61.4% |
| All | -22.3% | +82.0% | -104.3% | -54.0% |
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