+133,837.8%
TPL vs SPY
+3,091.8%
+130,746.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | -10.8% | +2.0% | -12.7% | -11.9% |
| 6M | -32.2% | +13.0% | -45.2% | -37.2% |
| YTD | +26.7% | +13.5% | +13.2% | +17.0% |
| 1Y | +17.8% | +20.0% | -2.2% | +5.1% |
| 3Y | +76.6% | +77.2% | -0.6% | +27.3% |
| 5Y | +167.7% | +81.9% | +85.8% | +90.7% |
| 10Y | +1,992.2% | +314.1% | +1,678.2% | +933.6% |
| All | +133,837.8% | +3,091.8% | +130,746.1% | +39,085.6% |
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 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