+29.5%
TPR vs SPY
+11.9%
+17.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +12.1% | -0.6% | +12.7% | +11.7% |
| 30D | +16.7% | -3.7% | +20.4% | +19.7% |
| 3M | -17.4% | -2.7% | -14.6% | -16.2% |
| 6M | +2.3% | +2.2% | +0.1% | -2.7% |
| YTD | +7.1% | +10.8% | -3.7% | -8.5% |
| 1Y | +29.5% | +11.2% | +18.3% | +10.2% |
| All | +29.5% | +11.9% | +17.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling