+45.3%
TPLC vs SPY
+82.0%
-36.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +2.1% | +2.0% | +0.1% | +0.2% |
| 6M | +4.0% | +13.0% | -9.0% | -6.6% |
| YTD | +11.8% | +13.5% | -1.7% | 0.0% |
| 1Y | +11.0% | +20.0% | -9.0% | -5.5% |
| 3Y | +42.9% | +77.2% | -34.2% | -14.6% |
| All | +45.3% | +82.0% | -36.8% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling