+677.1%
TNL vs SPY
+795.7%
-118.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | -14.9% | +0.1% | -14.9% | -14.9% |
| 3M | -5.3% | +2.0% | -7.3% | -8.7% |
| 6M | -10.0% | +13.0% | -23.0% | -25.9% |
| YTD | -4.4% | +13.5% | -17.9% | -21.8% |
| 1Y | +8.1% | +20.0% | -11.9% | -19.0% |
| 3Y | +81.0% | +77.2% | +3.8% | -25.2% |
| 5Y | +49.7% | +81.9% | -32.2% | -40.1% |
| 10Y | +198.7% | +314.1% | -115.3% | -64.8% |
| All | +677.1% | +795.7% | -118.6% | -69.7% |
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