+234.9%
TPR vs SPY
+72.1%
+162.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -0.3% | +2.6% | -2.9% | -3.4% |
| 30D | +15.1% | -2.0% | +17.1% | +17.1% |
| 3M | +3.5% | -2.8% | +6.3% | +6.1% |
| 6M | +0.4% | +2.1% | -1.7% | -3.7% |
| YTD | +4.6% | +11.5% | -6.9% | -10.0% |
| 1Y | +33.1% | +13.5% | +19.6% | +11.9% |
| 3Y | +396.0% | +77.7% | +318.3% | +137.6% |
| All | +234.9% | +72.1% | +162.8% | +69.5% |
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