-98.4%
TLPH vs SPY
+311.8%
-410.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.9% |
| 30D | -2.8% | -2.4% | -0.4% | -0.5% |
| 3M | -28.6% | -1.2% | -27.4% | -27.9% |
| 6M | +20.7% | +3.3% | +17.4% | +16.7% |
| YTD | -7.9% | +12.3% | -20.2% | -18.1% |
| 1Y | -18.6% | +12.4% | -31.1% | -27.5% |
| 3Y | +128.3% | +78.8% | +49.5% | +24.7% |
| 5Y | -93.4% | +75.2% | -168.6% | -96.4% |
| 10Y | -98.4% | +311.1% | -409.5% | -99.8% |
| All | -98.4% | +311.8% | -410.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling