-100.0%
TPST vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +0.3% | +2.6% | -2.3% | -3.6% |
| 30D | -39.8% | -2.0% | -37.9% | -37.5% |
| 3M | -67.4% | -2.8% | -64.6% | -66.1% |
| 6M | -79.2% | +2.1% | -81.4% | -80.0% |
| YTD | -86.7% | +11.5% | -98.2% | -88.8% |
| 1Y | -95.7% | +13.5% | -109.2% | -96.5% |
| 3Y | -99.1% | +77.7% | -176.8% | -99.6% |
| 5Y | -99.7% | +72.6% | -172.4% | -99.9% |
| All | -100.0% | +307.0% | -407.0% | -100.0% |
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