+167.1%
TPCS vs SPY
+312.5%
-145.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +4.0% | -0.4% | +4.3% | +4.1% |
| 30D | +18.7% | -1.4% | +20.1% | +19.4% |
| 3M | +59.0% | +3.7% | +55.2% | +56.3% |
| 6M | +53.9% | +13.0% | +40.9% | +45.6% |
| YTD | +19.5% | +12.4% | +7.1% | +13.3% |
| 1Y | +6.5% | +18.5% | -12.1% | -1.4% |
| 3Y | -20.2% | +77.6% | -97.8% | -37.4% |
| 5Y | -5.1% | +81.7% | -86.8% | -26.7% |
| 10Y | +167.1% | +319.7% | -152.5% | +66.1% |
| All | +167.1% | +312.5% | -145.4% | +66.1% |
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