+383.3%
TPR vs SPY
+304.1%
+79.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.2% |
| 7D | +12.1% | -0.6% | +12.7% | +12.2% |
| 30D | +16.7% | -3.7% | +20.4% | +21.9% |
| 3M | -17.4% | -2.7% | -14.6% | -15.3% |
| 6M | +2.3% | +2.2% | +0.1% | -2.4% |
| YTD | +7.1% | +10.8% | -3.7% | -8.6% |
| 1Y | +29.5% | +11.2% | +18.3% | +9.8% |
| 3Y | +415.0% | +76.5% | +338.6% | +126.8% |
| 5Y | +261.5% | +72.9% | +188.5% | +66.2% |
| 10Y | +383.3% | +304.8% | +78.5% | -21.1% |
| All | +383.3% | +304.1% | +79.2% | -21.1% |
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 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