+74.2%
TNK vs SPY
+628.9%
-554.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | +4.6% | +0.5% | +4.0% | +3.9% |
| 30D | +19.9% | -0.9% | +20.9% | +21.2% |
| 3M | +29.3% | +3.9% | +25.4% | +23.0% |
| 6M | +31.1% | +14.5% | +16.6% | +10.7% |
| YTD | +76.8% | +12.9% | +63.9% | +51.6% |
| 1Y | +77.5% | +19.4% | +58.2% | +42.1% |
| 3Y | +154.6% | +78.5% | +76.2% | +19.9% |
| 5Y | +774.8% | +81.8% | +693.1% | +282.3% |
| 10Y | +431.9% | +311.5% | +120.4% | -30.3% |
| All | +74.2% | +628.9% | -554.7% | -91.2% |
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