+67.6%
TPOR vs SPY
+266.2%
-198.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.8% |
| 7D | +9.9% | +2.6% | +7.3% | +2.0% |
| 30D | +13.4% | -2.0% | +15.3% | +20.6% |
| 3M | -18.1% | -2.8% | -15.3% | -10.8% |
| 6M | +8.4% | +2.1% | +6.2% | +1.3% |
| YTD | +18.5% | +11.5% | +7.1% | -13.0% |
| 1Y | +30.5% | +13.5% | +17.0% | -8.9% |
| 3Y | +65.0% | +77.7% | -12.7% | -65.8% |
| 5Y | -33.8% | +72.6% | -106.4% | -81.0% |
| All | +67.6% | +266.2% | -198.6% | -89.7% |
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