+1,666.1%
TPL vs SPY
+311.3%
+1,354.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +6.0% |
| 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% | -7.8% |
| 6M | -27.0% | +14.5% | -41.6% | -37.8% |
| YTD | +33.5% | +12.9% | +20.6% | +15.6% |
| 1Y | +26.3% | +19.4% | +7.0% | +2.4% |
| 3Y | +92.0% | +78.5% | +13.5% | +1.0% |
| 5Y | +197.8% | +81.8% | +116.0% | +52.2% |
| 10Y | +1,666.1% | +311.5% | +1,354.6% | +235.1% |
| All | +1,666.1% | +311.3% | +1,354.8% | +235.1% |
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