+8,398.6%
TPR vs SPY
+711.6%
+7,687.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | +14.2% | -2.7% | +16.9% | +17.5% |
| 30D | +17.1% | -5.4% | +22.5% | +24.7% |
| 3M | -17.7% | -4.1% | -13.6% | -14.2% |
| 6M | -10.2% | +0.7% | -10.9% | -12.2% |
| YTD | +4.9% | +8.7% | -3.8% | -6.8% |
| 1Y | +36.1% | +10.9% | +25.3% | +17.9% |
| 3Y | +416.5% | +75.0% | +341.5% | +151.0% |
| 5Y | +254.8% | +67.8% | +187.0% | +84.9% |
| 10Y | +391.7% | +312.9% | +78.9% | -9.8% |
| All | +8,398.6% | +711.6% | +7,687.0% | +518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling