+689.9%
TPB vs SPY
+337.2%
+352.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -10.1% | +0.1% | -10.2% | -10.2% |
| 3M | -14.1% | +2.0% | -16.1% | -15.4% |
| 6M | -22.8% | +13.0% | -35.8% | -29.7% |
| YTD | -30.5% | +13.5% | -44.0% | -37.0% |
| 1Y | -23.6% | +20.0% | -43.6% | -33.8% |
| 3Y | +210.1% | +77.2% | +132.9% | +96.6% |
| 5Y | +50.1% | +81.9% | -31.8% | -8.5% |
| 10Y | +510.7% | +314.1% | +196.6% | +56.9% |
| All | +689.9% | +337.2% | +352.7% | +82.4% |
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