+77.0%
TPOR vs SPY
+272.9%
-196.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 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% |
| 3Y | +28.0% | +77.2% | -49.2% | -72.8% |
| 5Y | -0.2% | +81.9% | -82.1% | -75.4% |
| All | +77.0% | +272.9% | -196.0% | -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 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