+36.7%
TPOR vs SPY
+77.4%
-40.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +3.2% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -9.9% | +0.1% | -9.9% | -9.9% |
| 3M | -5.0% | +2.0% | -7.0% | -10.7% |
| 6M | -0.7% | +13.0% | -13.7% | -30.5% |
| YTD | +25.2% | +13.5% | +11.6% | -13.0% |
| 1Y | +41.6% | +20.0% | +21.6% | -16.1% |
| All | +36.7% | +77.4% | -40.6% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling