+395.5%
TPB vs SPY
+311.3%
+84.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -4.1% | +0.5% | -4.7% | -4.5% |
| 30D | -14.2% | -0.9% | -13.3% | -13.6% |
| 3M | -11.5% | +3.9% | -15.4% | -14.0% |
| 6M | -18.6% | +14.5% | -33.1% | -26.5% |
| YTD | -31.1% | +12.9% | -44.1% | -37.2% |
| 1Y | -24.2% | +19.4% | -43.5% | -33.9% |
| 3Y | +225.1% | +78.5% | +146.6% | +106.2% |
| 5Y | +55.2% | +81.8% | -26.6% | -4.7% |
| 10Y | +395.5% | +311.5% | +84.0% | +35.0% |
| All | +395.5% | +311.3% | +84.2% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling