+44.4%
TNL vs SPY
+79.8%
-35.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.8% |
| 7D | -1.6% | -2.0% | +0.4% | +1.0% |
| 30D | -11.5% | -1.7% | -9.8% | -9.5% |
| 3M | -7.5% | +4.7% | -12.2% | -13.1% |
| 6M | -6.5% | +12.5% | -19.1% | -20.4% |
| YTD | -5.8% | +11.7% | -17.5% | -18.9% |
| 1Y | +9.9% | +17.5% | -7.6% | -11.8% |
| 3Y | +88.4% | +76.6% | +11.8% | -11.4% |
| 5Y | +44.4% | +82.0% | -37.6% | -33.9% |
| All | +44.4% | +79.8% | -35.3% | -33.9% |
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