+462.5%
TPC vs SPY
+2,954.7%
-2,492.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.5% |
| 7D | +12.6% | -2.7% | +15.3% | +15.7% |
| 30D | +4.6% | -5.4% | +10.0% | +10.8% |
| 3M | -6.0% | -4.1% | -2.0% | -1.8% |
| 6M | -7.1% | +0.7% | -7.9% | -7.3% |
| YTD | +34.5% | +8.7% | +25.8% | +24.6% |
| 1Y | +33.8% | +10.9% | +23.0% | +21.7% |
| 3Y | +1,099.5% | +75.0% | +1,024.5% | +621.4% |
| 5Y | +546.1% | +67.8% | +478.4% | +305.2% |
| 10Y | +379.8% | +312.9% | +66.9% | +23.4% |
| All | +462.5% | +2,954.7% | -2,492.2% | -56.0% |
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