+304.8%
SPY vs TPR
+386.9%
-82.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +12.1% | -12.7% | -3.2% |
| 30D | -3.7% | +16.7% | -20.4% | -7.2% |
| 3M | -2.7% | -17.4% | +14.6% | +0.7% |
| 6M | +2.2% | +2.3% | -0.1% | +0.4% |
| YTD | +10.8% | +7.1% | +3.7% | +7.0% |
| 1Y | +11.2% | +29.5% | -18.3% | +2.6% |
| 3Y | +76.5% | +415.0% | -338.6% | +13.7% |
| 5Y | +72.9% | +261.5% | -188.5% | +17.6% |
| 10Y | +304.8% | +383.3% | -78.5% | +131.7% |
| All | +304.8% | +386.9% | -82.1% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling