-100.0%
TNON vs SPY
+94.1%
-194.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.1% |
| 7D | +59.4% | -0.8% | +60.2% | +60.6% |
| 30D | +5.1% | -1.1% | +6.2% | +6.7% |
| 3M | -72.8% | +3.9% | -76.7% | -74.0% |
| 6M | -79.0% | +13.6% | -92.6% | -81.8% |
| YTD | -82.2% | +12.7% | -94.9% | -84.4% |
| 1Y | -86.1% | +17.5% | -103.6% | -88.3% |
| 3Y | -98.5% | +76.9% | -175.4% | -99.2% |
| All | -100.0% | +94.1% | -194.1% | -100.0% |
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