+59.0%
TPOR vs SPY
+255.8%
-196.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.4% | -5.6% | +3.3% |
| 7D | +0.8% | -4.7% | +5.5% | +16.7% |
| 30D | +6.8% | -5.9% | +12.7% | +28.2% |
| 3M | -19.0% | -4.5% | -14.5% | -7.0% |
| 6M | +2.9% | +1.8% | +1.1% | -3.1% |
| YTD | +12.5% | +8.3% | +4.1% | -10.3% |
| 1Y | +24.7% | +9.3% | +15.4% | -2.8% |
| 3Y | +58.1% | +74.9% | -16.7% | -65.7% |
| 5Y | -38.1% | +67.3% | -105.4% | -80.5% |
| All | +59.0% | +255.8% | -196.8% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling