+97.3%
TBPH vs SPY
+82.3%
+15.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | +0.5% | -1.1% | +1.6% | +1.1% |
| 3M | +3.2% | +3.9% | -0.7% | +0.6% |
| 6M | +23.2% | +13.6% | +9.6% | +13.4% |
| YTD | -9.1% | +12.7% | -21.8% | -15.8% |
| 1Y | +24.2% | +17.5% | +6.7% | +12.1% |
| 3Y | +68.8% | +76.9% | -8.2% | +17.6% |
| All | +97.3% | +82.3% | +15.1% | +36.7% |
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