+128.3%
TLPH vs SPY
+78.4%
+49.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.4% |
| 7D | +1.0% | -0.6% | +1.5% | +1.4% |
| 30D | -2.8% | -3.7% | +0.9% | -0.1% |
| 3M | -25.5% | -2.7% | -22.8% | -24.1% |
| 6M | +16.7% | +2.2% | +14.5% | +14.8% |
| YTD | -7.9% | +10.8% | -18.7% | -14.4% |
| 1Y | -17.3% | +11.2% | -28.6% | -23.2% |
| 3Y | +128.3% | +76.5% | +51.8% | +152.2% |
| All | +128.3% | +78.4% | +49.9% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling