+292.6%
TPC vs SPY
+304.1%
-11.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.3% |
| 7D | +17.6% | -0.6% | +18.2% | +18.2% |
| 30D | +16.9% | -3.7% | +20.6% | +21.9% |
| 3M | -1.0% | -2.7% | +1.7% | +2.3% |
| 6M | +17.8% | +2.2% | +15.6% | +15.6% |
| YTD | +45.8% | +10.8% | +34.9% | +31.4% |
| 1Y | +52.8% | +11.2% | +41.6% | +37.5% |
| 3Y | +1,230.2% | +76.5% | +1,153.7% | +686.6% |
| 5Y | +559.7% | +72.9% | +486.8% | +296.6% |
| 10Y | +292.6% | +304.8% | -12.2% | -8.1% |
| All | +292.6% | +304.1% | -11.5% | -8.1% |
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 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