+105.4%
TPSC vs SPY
+171.1%
-65.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | +0.9% | +3.3% | -2.4% | -2.3% |
| 30D | +2.8% | -2.7% | +5.5% | +5.4% |
| 3M | -4.4% | -1.7% | -2.6% | -2.9% |
| 6M | +4.6% | +3.1% | +1.5% | +1.1% |
| YTD | +13.6% | +11.9% | +1.7% | +1.2% |
| 1Y | +15.3% | +12.0% | +3.3% | +2.6% |
| 3Y | +59.0% | +78.2% | -19.2% | -11.1% |
| 5Y | +34.8% | +73.2% | -38.4% | -22.6% |
| All | +105.4% | +171.1% | -65.7% | -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 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