+60.1%
TPSC vs SPY
+78.4%
-18.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.6% |
| 30D | +3.9% | -3.7% | +7.5% | +7.2% |
| 3M | -2.8% | -2.7% | -0.1% | -0.6% |
| 6M | +3.7% | +2.2% | +1.5% | +1.2% |
| YTD | +14.4% | +10.8% | +3.6% | +3.5% |
| 1Y | +16.5% | +11.2% | +5.3% | +5.1% |
| 3Y | +60.1% | +76.5% | -16.4% | -17.1% |
| All | +60.1% | +78.4% | -18.3% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling