-98.4%
TLPH vs SPY
+304.1%
-402.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | +1.0% | -0.6% | +1.5% | +1.6% |
| 30D | -2.8% | -3.7% | +0.9% | +0.9% |
| 3M | -25.5% | -2.7% | -22.8% | -23.6% |
| 6M | +16.7% | +2.2% | +14.5% | +14.0% |
| YTD | -7.9% | +10.8% | -18.7% | -17.0% |
| 1Y | -17.3% | +11.2% | -28.6% | -25.6% |
| 3Y | +128.3% | +76.5% | +51.8% | +26.4% |
| 5Y | -93.5% | +72.9% | -166.5% | -96.4% |
| 10Y | -98.4% | +304.8% | -403.2% | -99.7% |
| All | -98.4% | +304.1% | -402.5% | -99.7% |
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 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