-10.5%
TPOR vs SPY
+1.5%
-12.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.6% |
| 7D | -3.5% | -2.7% | -0.8% | +1.9% |
| 30D | +5.6% | -5.4% | +11.0% | +16.4% |
| 3M | -21.0% | -4.1% | -16.9% | -14.9% |
| 6M | -10.5% | +0.7% | -11.2% | -14.1% |
| All | -10.5% | +1.5% | -12.0% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling