+52.6%
TPOR vs SPY
+256.9%
-204.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -5.0% |
| 7D | -3.5% | -2.7% | -0.8% | +5.1% |
| 30D | +5.6% | -5.4% | +11.0% | +24.6% |
| 3M | -21.0% | -4.1% | -16.9% | -10.6% |
| 6M | -10.5% | +0.7% | -11.2% | -13.1% |
| YTD | +7.9% | +8.7% | -0.8% | -14.7% |
| 1Y | +22.0% | +10.9% | +11.1% | -8.9% |
| 3Y | +52.6% | +75.0% | -22.4% | -67.0% |
| 5Y | -40.6% | +67.8% | -108.4% | -81.4% |
| All | +52.6% | +256.9% | -204.4% | -89.9% |
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 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