+107.6%
TPSC vs SPY
+172.1%
-64.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | +4.1% | -2.4% | +6.5% | +6.4% |
| 3M | -2.8% | -1.2% | -1.7% | -1.9% |
| 6M | +5.0% | +3.3% | +1.7% | +1.3% |
| YTD | +14.8% | +12.3% | +2.5% | +1.9% |
| 1Y | +16.6% | +12.4% | +4.2% | +3.3% |
| 3Y | +60.7% | +78.8% | -18.2% | -10.4% |
| 5Y | +35.9% | +75.2% | -39.3% | -22.8% |
| All | +107.6% | +172.1% | -64.5% | -24.9% |
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