+592.6%
TPB vs SPY
+318.4%
+274.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -2.1% | -2.7% | +0.6% | 0.0% |
| 30D | +14.8% | -5.4% | +20.2% | +19.8% |
| 3M | -22.4% | -4.1% | -18.3% | -20.0% |
| 6M | -18.8% | +0.7% | -19.5% | -19.4% |
| YTD | -39.0% | +8.7% | -47.7% | -42.9% |
| 1Y | -34.0% | +10.9% | -44.9% | -39.2% |
| 3Y | +223.3% | +75.0% | +148.3% | +106.2% |
| 5Y | +67.9% | +67.8% | +0.1% | +9.3% |
| 10Y | +447.6% | +312.9% | +134.7% | +36.9% |
| All | +592.6% | +318.4% | +274.2% | +65.1% |
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