-2.4%
TLTP vs SPY
+33.1%
-35.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.9% | +2.6% | -5.4% | -3.0% |
| 30D | +0.8% | -2.0% | +2.8% | +1.0% |
| 3M | -2.1% | -2.8% | +0.7% | -1.9% |
| 6M | -3.2% | +2.1% | -5.3% | -3.3% |
| YTD | -3.6% | +11.5% | -15.1% | -4.2% |
| 1Y | -4.4% | +13.5% | -17.9% | -5.1% |
| All | -2.4% | +33.1% | -35.5% | -3.1% |
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