+100,554.8%
TPL vs SPY
+2,954.7%
+97,600.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -17.9% | -2.7% | -15.2% | -16.6% |
| 30D | -21.2% | -5.4% | -15.8% | -18.7% |
| 3M | -23.3% | -4.1% | -19.2% | -21.5% |
| 6M | -34.9% | +0.7% | -35.6% | -35.4% |
| YTD | -4.8% | +8.7% | -13.4% | -9.8% |
| 1Y | -18.7% | +10.9% | -29.6% | -23.9% |
| 3Y | +43.9% | +75.0% | -31.1% | +4.8% |
| 5Y | +90.2% | +67.8% | +22.4% | +41.7% |
| 10Y | +1,007.4% | +312.9% | +694.5% | +451.2% |
| All | +100,554.8% | +2,954.7% | +97,600.1% | +30,105.0% |
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