+98.5%
TNK vs SPY
+18.1%
+80.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.4% |
| 7D | +8.0% | -0.8% | +8.8% | +8.2% |
| 30D | +24.7% | -1.1% | +25.7% | +25.0% |
| 3M | +39.5% | +3.9% | +35.7% | +38.0% |
| 6M | +48.1% | +13.6% | +34.4% | +39.6% |
| YTD | +93.1% | +12.7% | +80.4% | +82.2% |
| 1Y | +98.5% | +17.5% | +81.0% | +83.8% |
| All | +98.5% | +18.1% | +80.4% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling