-99.6%
TPET vs SPY
+88.5%
-188.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.1% |
| 7D | -3.5% | -0.6% | -2.9% | -4.0% |
| 30D | +1.2% | -3.7% | +4.9% | -2.7% |
| 3M | -29.9% | -2.7% | -27.2% | -31.6% |
| 6M | -60.1% | +2.2% | -62.3% | -58.4% |
| YTD | -77.1% | +10.8% | -87.9% | -72.5% |
| 1Y | -82.6% | +11.2% | -93.9% | -79.2% |
| 3Y | -97.4% | +76.5% | -173.9% | -96.1% |
| All | -99.6% | +88.5% | -188.1% | -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 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