+122.1%
TPLC vs SPY
+187.6%
-65.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.9% |
| 30D | +3.7% | -2.4% | +6.1% | +5.9% |
| 3M | +0.7% | -1.2% | +1.8% | +1.5% |
| 6M | +7.5% | +3.3% | +4.2% | +3.9% |
| YTD | +14.6% | +12.3% | +2.3% | +2.3% |
| 1Y | +13.8% | +12.4% | +1.3% | +1.5% |
| 3Y | +54.7% | +78.8% | -24.1% | -12.0% |
| 5Y | +44.2% | +75.2% | -31.0% | -16.7% |
| All | +122.1% | +187.6% | -65.5% | -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