-99.6%
TPET vs SPY
+91.1%
-190.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.5% |
| 7D | +1.7% | -0.4% | +2.0% | +1.3% |
| 30D | -22.6% | -1.4% | -21.3% | -23.8% |
| 3M | -43.0% | +3.7% | -46.7% | -39.8% |
| 6M | -88.2% | +13.0% | -101.2% | -85.8% |
| YTD | -74.7% | +12.4% | -87.1% | -69.4% |
| 1Y | -82.5% | +18.5% | -101.0% | -78.1% |
| 3Y | -98.3% | +77.6% | -176.0% | -97.4% |
| All | -99.6% | +91.1% | -190.7% | -99.3% |
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