-87.3%
TOPP vs SPY
+2.1%
-89.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.8% | +3.7% |
| 7D | +1.5% | -4.7% | +6.2% | +2.8% |
| 30D | +5.1% | -5.9% | +11.0% | +7.2% |
| 3M | -74.6% | -4.5% | -70.1% | -74.4% |
| 6M | -87.3% | +1.8% | -89.1% | -88.7% |
| All | -87.3% | +2.1% | -89.4% | -88.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling