+79.0%
SPY vs TPR
+407.3%
-328.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -0.9% | +6.4% | -7.3% | -2.0% |
| 30D | -2.4% | +13.8% | -16.1% | -4.6% |
| 3M | -1.2% | -16.6% | +15.5% | +1.6% |
| 6M | +3.3% | +0.7% | +2.6% | +2.1% |
| YTD | +12.3% | +5.3% | +7.0% | +9.3% |
| 1Y | +12.4% | +32.4% | -19.9% | +4.2% |
| All | +79.0% | +407.3% | -328.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling