+107.8%
TPHD vs SPY
+178.4%
-70.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | -1.8% | -2.7% | +0.9% | +0.3% |
| 30D | +5.8% | -5.4% | +11.2% | +10.5% |
| 3M | +0.8% | -4.1% | +4.9% | +4.1% |
| 6M | +4.9% | +0.7% | +4.1% | +3.5% |
| YTD | +15.0% | +8.7% | +6.3% | +6.1% |
| 1Y | +17.4% | +10.9% | +6.5% | +6.4% |
| 3Y | +51.3% | +75.0% | -23.7% | -9.7% |
| 5Y | +54.3% | +67.8% | -13.5% | -5.1% |
| All | +107.8% | +178.4% | -70.6% | -26.4% |
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