-98.1%
TLPH vs SPY
+312.5%
-410.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +1.7% | -0.4% | +2.0% | +2.0% |
| 30D | -13.5% | -1.4% | -12.1% | -12.4% |
| 3M | +48.8% | +3.7% | +45.1% | +43.2% |
| 6M | +37.1% | +13.0% | +24.1% | +21.3% |
| YTD | +7.0% | +12.4% | -5.4% | -5.0% |
| 1Y | +43.5% | +18.5% | +25.0% | +21.5% |
| 3Y | +40.2% | +77.6% | -37.4% | -23.8% |
| 5Y | -94.2% | +81.7% | -175.9% | -97.0% |
| 10Y | -98.1% | +319.7% | -417.7% | -99.8% |
| All | -98.1% | +312.5% | -410.6% | -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