+570.3%
TPC vs SPY
+72.1%
+498.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.0% |
| 7D | +9.9% | +2.6% | +7.3% | +6.2% |
| 30D | +24.3% | -2.0% | +26.3% | +27.8% |
| 3M | +4.5% | -2.8% | +7.2% | +8.8% |
| 6M | +22.7% | +2.1% | +20.6% | +19.8% |
| YTD | +47.8% | +11.5% | +36.3% | +28.5% |
| 1Y | +66.2% | +13.5% | +52.8% | +41.4% |
| 3Y | +1,153.3% | +77.7% | +1,075.6% | +563.4% |
| All | +570.3% | +72.1% | +498.2% | +254.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling