+849.2%
TNK vs SPY
+82.3%
+766.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.2% |
| 7D | +8.0% | -0.8% | +8.8% | +8.4% |
| 30D | +24.7% | -1.1% | +25.7% | +25.3% |
| 3M | +39.5% | +3.9% | +35.7% | +36.9% |
| 6M | +48.1% | +13.6% | +34.4% | +38.8% |
| YTD | +93.1% | +12.7% | +80.4% | +81.7% |
| 1Y | +98.5% | +17.5% | +81.0% | +82.9% |
| 3Y | +188.1% | +76.9% | +111.2% | +114.7% |
| All | +849.2% | +82.3% | +766.9% | +604.6% |
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