-19.9%
TPCS vs SPY
+78.7%
-98.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | +7.2% | +0.5% | +6.7% | +6.8% |
| 30D | +16.7% | -0.9% | +17.7% | +17.3% |
| 3M | +54.8% | +3.9% | +50.9% | +51.0% |
| 6M | +57.3% | +14.5% | +42.8% | +44.2% |
| YTD | +19.9% | +12.9% | +7.0% | +10.7% |
| 1Y | +8.4% | +19.4% | -10.9% | -3.2% |
| 3Y | -19.9% | +78.5% | -98.4% | -34.7% |
| All | -19.9% | +78.7% | -98.6% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling