-82.7%
TOP vs SPY
+91.9%
-174.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -6.5% |
| 7D | +34.6% | -0.6% | +35.2% | +35.1% |
| 30D | -1.5% | -3.7% | +2.1% | +3.6% |
| 3M | +26.4% | -2.7% | +29.2% | +30.9% |
| 6M | +285.6% | +2.2% | +283.4% | +275.5% |
| YTD | +192.3% | +10.8% | +181.5% | +154.8% |
| 1Y | +164.7% | +11.2% | +153.4% | +129.4% |
| 3Y | -32.1% | +76.5% | -108.6% | -72.7% |
| All | -82.7% | +91.9% | -174.6% | -94.6% |
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