-39.8%
TOP vs SPY
+75.1%
-114.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.7% |
| 7D | +19.3% | -2.7% | +22.0% | +21.4% |
| 30D | -14.5% | -5.4% | -9.1% | -10.3% |
| 3M | +24.2% | -4.1% | +28.3% | +28.6% |
| 6M | +236.7% | +0.7% | +236.0% | +234.1% |
| YTD | +163.7% | +8.7% | +155.0% | +144.0% |
| 1Y | +138.7% | +10.9% | +127.9% | +116.9% |
| 3Y | -39.8% | +75.0% | -114.8% | -66.8% |
| All | -39.8% | +75.1% | -114.9% | -66.8% |
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 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