+92.0%
TPL vs SPY
+78.7%
+13.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.9% |
| 7D | +3.2% | +0.5% | +2.7% | +2.6% |
| 30D | +12.3% | -0.9% | +13.2% | +13.3% |
| 3M | -3.4% | +3.9% | -7.3% | -7.5% |
| 6M | -27.0% | +14.5% | -41.6% | -37.6% |
| YTD | +33.5% | +12.9% | +20.6% | +16.1% |
| 1Y | +26.3% | +19.4% | +7.0% | +2.4% |
| 3Y | +92.0% | +78.5% | +13.5% | +19.5% |
| All | +92.0% | +78.7% | +13.3% | +19.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling