+323.3%
TPC vs SPY
+315.0%
+8.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +2.7% |
| 7D | +19.2% | +0.1% | +19.2% | +19.0% |
| 30D | +13.6% | -3.3% | +16.9% | +18.1% |
| 3M | -4.4% | -2.4% | -1.9% | -1.6% |
| 6M | +14.5% | +2.6% | +11.9% | +11.9% |
| YTD | +41.7% | +11.2% | +30.4% | +27.2% |
| 1Y | +51.0% | +13.4% | +37.6% | +33.0% |
| 3Y | +1,191.2% | +79.9% | +1,111.3% | +649.1% |
| 5Y | +550.0% | +72.2% | +477.8% | +291.8% |
| 10Y | +323.3% | +307.3% | +16.0% | -3.6% |
| All | +323.3% | +315.0% | +8.3% | -3.6% |
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