+18.3%
TFPN vs SPY
+75.8%
-57.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +2.6% | +2.6% | 0.0% | +1.4% |
| 30D | -3.2% | -2.0% | -1.2% | -2.4% |
| 3M | -2.7% | -2.8% | 0.0% | -1.6% |
| 6M | -9.9% | +2.1% | -12.0% | -10.7% |
| YTD | +13.1% | +11.5% | +1.6% | +8.2% |
| 1Y | +15.3% | +13.5% | +1.8% | +9.7% |
| 3Y | +18.0% | +77.7% | -59.7% | +3.4% |
| All | +18.3% | +75.8% | -57.5% | +4.6% |
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