+14.8%
SPY vs TPR
+20.9%
-6.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.3% |
| 7D | -0.7% | +12.6% | -13.4% | -1.8% |
| 30D | -1.0% | +7.1% | -8.2% | -1.7% |
| 3M | -0.3% | -19.4% | +19.0% | +1.8% |
| 6M | +7.3% | -9.7% | +17.1% | +7.3% |
| YTD | +13.3% | -1.0% | +14.3% | +12.6% |
| 1Y | +14.8% | +19.3% | -4.5% | +11.2% |
| All | +14.8% | +20.9% | -6.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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