-96.9%
TOPP vs SPY
+23.3%
-120.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +2.5% |
| 7D | +1.7% | -4.7% | +6.5% | +1.6% |
| 30D | +5.4% | -5.9% | +11.3% | +5.2% |
| 3M | -74.6% | -4.5% | -70.0% | -74.6% |
| 6M | -87.3% | +1.8% | -89.1% | -87.3% |
| YTD | -85.4% | +8.3% | -93.7% | -85.2% |
| 1Y | -91.1% | +9.3% | -100.4% | -91.0% |
| All | -96.9% | +23.3% | -120.2% | -96.4% |
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