-86.1%
TOP vs SPY
+87.5%
-173.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.4% | +13.6% | +14.8% |
| 7D | -17.4% | -4.7% | -12.7% | -12.3% |
| 30D | -22.0% | -5.9% | -16.0% | -15.8% |
| 3M | +13.2% | -4.5% | +17.7% | +19.5% |
| 6M | +194.3% | +1.8% | +192.5% | +186.2% |
| YTD | +135.4% | +8.3% | +127.1% | +110.3% |
| 1Y | +107.5% | +9.3% | +98.2% | +83.0% |
| 3Y | -46.8% | +74.9% | -121.7% | -78.7% |
| All | -86.1% | +87.5% | -173.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling