+104.6%
TPSC vs SPY
+170.7%
-66.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -2.4% | -2.0% | -0.4% | -0.5% |
| 30D | -4.2% | -1.7% | -2.6% | -2.6% |
| 3M | +2.3% | +4.7% | -2.4% | -2.4% |
| 6M | +9.6% | +12.5% | -2.9% | -2.7% |
| YTD | +13.2% | +11.7% | +1.4% | +1.2% |
| 1Y | +14.0% | +17.5% | -3.5% | -3.1% |
| 3Y | +52.3% | +76.6% | -24.3% | -13.8% |
| 5Y | +49.1% | +82.0% | -32.9% | -18.6% |
| All | +104.6% | +170.7% | -66.1% | -25.4% |
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