-5.0%
TPL vs SPY
+14.6%
-19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +1.7% | -15.0% | -13.8% |
| 7D | -13.3% | -0.7% | -12.6% | -13.0% |
| 30D | -16.5% | -1.0% | -15.5% | -16.0% |
| 3M | -27.2% | -0.3% | -26.8% | -27.0% |
| 6M | -33.3% | +7.3% | -40.7% | -35.0% |
| YTD | +0.6% | +13.3% | -12.7% | -4.2% |
| 1Y | -5.0% | +14.8% | -19.8% | -9.5% |
| All | -5.0% | +14.6% | -19.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling