+120.3%
TPLC vs SPY
+184.9%
-64.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +2.9% | -3.3% | +6.3% | +6.0% |
| 3M | +0.3% | -2.4% | +2.7% | +2.4% |
| 6M | +6.7% | +2.6% | +4.1% | +3.8% |
| YTD | +13.7% | +11.2% | +2.4% | +2.4% |
| 1Y | +13.9% | +13.4% | +0.5% | +0.7% |
| 3Y | +55.0% | +79.9% | -24.9% | -12.4% |
| 5Y | +42.4% | +72.2% | -29.8% | -16.3% |
| All | +120.3% | +184.9% | -64.6% | -24.0% |
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 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