-97.0%
TOPP vs SPY
+23.7%
-120.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -4.2% | -2.7% | -1.5% | -4.3% |
| 30D | -34.3% | -5.4% | -28.9% | -34.4% |
| 3M | -73.3% | -4.1% | -69.2% | -73.3% |
| 6M | -88.2% | +0.7% | -88.9% | -88.2% |
| YTD | -86.0% | +8.7% | -94.7% | -85.9% |
| 1Y | -91.2% | +10.9% | -102.0% | -91.1% |
| All | -97.0% | +23.7% | -120.7% | -96.6% |
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 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