-90.8%
TNON vs SPY
+20.8%
-111.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -25.6% | +0.1% | -25.7% | -25.8% |
| 30D | -44.6% | +0.1% | -44.7% | -44.5% |
| 3M | -83.3% | +2.0% | -85.3% | -83.4% |
| 6M | -86.3% | +13.0% | -99.3% | -88.5% |
| YTD | -88.8% | +13.5% | -102.4% | -90.7% |
| 1Y | -90.8% | +20.0% | -110.7% | -93.1% |
| All | -90.8% | +20.8% | -111.6% | -93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling