+105.7%
TPSC vs SPY
+170.1%
-64.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +1.5% | +2.6% | -1.1% | -1.0% |
| 30D | +4.2% | -2.0% | +6.2% | +6.1% |
| 3M | -4.7% | -2.8% | -1.9% | -2.2% |
| 6M | +5.5% | +2.1% | +3.4% | +2.9% |
| YTD | +13.8% | +11.5% | +2.3% | +1.7% |
| 1Y | +17.0% | +13.5% | +3.5% | +2.8% |
| 3Y | +58.9% | +77.7% | -18.8% | -10.9% |
| 5Y | +35.0% | +72.6% | -37.6% | -22.2% |
| All | +105.7% | +170.1% | -64.4% | -25.0% |
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