+919.9%
TPL vs SPY
+308.5%
+611.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +3.3% | +3.3% | 0.0% | -0.2% |
| 30D | -23.8% | -2.7% | -21.1% | -21.8% |
| 3M | -17.8% | -1.7% | -16.1% | -16.5% |
| 6M | -29.7% | +3.1% | -32.8% | -32.5% |
| YTD | -1.7% | +11.9% | -13.6% | -14.1% |
| 1Y | -15.7% | +12.0% | -27.7% | -26.4% |
| 3Y | +59.3% | +78.2% | -18.9% | -15.5% |
| 5Y | +107.2% | +73.2% | +33.9% | +12.2% |
| All | +919.9% | +308.5% | +611.4% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling