-100.0%
TNON vs SPY
+93.6%
-193.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.4% | -0.5% | -26.9% | -26.9% |
| 7D | -45.4% | -0.4% | -45.1% | -45.2% |
| 30D | -59.7% | -1.4% | -58.3% | -58.9% |
| 3M | -88.7% | +3.7% | -92.4% | -89.2% |
| 6M | -91.2% | +13.0% | -104.2% | -92.3% |
| YTD | -92.7% | +12.4% | -105.1% | -93.6% |
| 1Y | -93.9% | +18.5% | -112.4% | -94.9% |
| 3Y | -99.7% | +77.6% | -177.3% | -99.8% |
| All | -100.0% | +93.6% | -193.6% | -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 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