+77.7%
TPIF vs SPY
+163.3%
-85.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +1.5% |
| 30D | +0.9% | -5.4% | +6.3% | +5.1% |
| 3M | -3.7% | -4.1% | +0.4% | -0.7% |
| 6M | -2.1% | +0.7% | -2.9% | -2.8% |
| YTD | +9.0% | +8.7% | +0.3% | +2.4% |
| 1Y | +13.6% | +10.9% | +2.7% | +5.0% |
| 3Y | +67.9% | +75.0% | -7.1% | +8.3% |
| 5Y | +43.7% | +67.8% | -24.1% | -5.0% |
| All | +77.7% | +163.3% | -85.6% | -19.0% |
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