-25.9%
TBPH vs SPY
+396.7%
-422.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -0.4% | -2.0% | +1.6% | +1.4% |
| 30D | +0.6% | -1.7% | +2.2% | +2.0% |
| 3M | +4.0% | +4.7% | -0.8% | -0.6% |
| 6M | +21.3% | +12.5% | +8.8% | +8.8% |
| YTD | -9.0% | +11.7% | -20.8% | -17.8% |
| 1Y | +24.8% | +17.5% | +7.3% | +7.8% |
| 3Y | +72.3% | +76.6% | -4.3% | +1.0% |
| 5Y | +101.2% | +82.0% | +19.2% | +12.4% |
| 10Y | -43.9% | +317.1% | -361.1% | -89.0% |
| All | -25.9% | +396.7% | -422.5% | -85.8% |
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