+213.5%
TNL vs SPY
+322.5%
-108.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +0.9% |
| 7D | +0.6% | -0.8% | +1.4% | +1.7% |
| 30D | -10.6% | -1.1% | -9.6% | -9.2% |
| 3M | -8.6% | +3.9% | -12.4% | -13.7% |
| 6M | -5.1% | +13.6% | -18.7% | -21.5% |
| YTD | -3.8% | +12.7% | -16.4% | -19.5% |
| 1Y | +9.2% | +17.5% | -8.3% | -14.3% |
| 3Y | +96.1% | +76.9% | +19.2% | -14.8% |
| 5Y | +47.5% | +83.6% | -36.1% | -38.5% |
| All | +213.5% | +322.5% | -108.9% | -54.5% |
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