+523.8%
TPC vs SPY
+67.4%
+456.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.4% |
| 7D | +12.6% | -2.7% | +15.3% | +16.7% |
| 30D | +4.6% | -5.4% | +10.0% | +12.9% |
| 3M | -6.0% | -4.1% | -2.0% | -0.4% |
| 6M | -7.1% | +0.7% | -7.9% | -7.6% |
| YTD | +34.5% | +8.7% | +25.8% | +21.0% |
| 1Y | +33.8% | +10.9% | +23.0% | +17.5% |
| 3Y | +1,099.5% | +75.0% | +1,024.5% | +550.5% |
| All | +523.8% | +67.4% | +456.4% | +243.1% |
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 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