+311.2%
TPR vs SPY
+311.3%
-0.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.0% |
| 7D | -3.4% | +0.5% | -3.9% | -4.1% |
| 30D | -27.3% | -0.9% | -26.4% | -26.6% |
| 3M | -16.2% | +3.9% | -20.1% | -21.0% |
| 6M | -17.9% | +14.5% | -32.4% | -32.4% |
| YTD | -7.1% | +12.9% | -20.0% | -22.0% |
| 1Y | +13.6% | +19.4% | -5.7% | -11.6% |
| 3Y | +293.7% | +78.5% | +215.3% | +72.4% |
| 5Y | +239.1% | +81.8% | +157.3% | +46.8% |
| 10Y | +311.2% | +311.5% | -0.3% | -35.0% |
| All | +311.2% | +311.3% | -0.1% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling