+256.1%
TPR vs SPY
+67.4%
+188.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | +14.2% | -2.7% | +16.9% | +17.3% |
| 30D | +17.1% | -5.4% | +22.5% | +24.3% |
| 3M | -17.7% | -4.1% | -13.6% | -14.4% |
| 6M | -10.2% | +0.7% | -10.9% | -12.3% |
| YTD | +4.9% | +8.7% | -3.8% | -6.9% |
| 1Y | +36.1% | +10.9% | +25.3% | +17.8% |
| 3Y | +416.5% | +75.0% | +341.5% | +152.1% |
| All | +256.1% | +67.4% | +188.8% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling