-100.0%
TPST vs SPY
+311.8%
-411.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +4.2% |
| 7D | -14.3% | -0.9% | -13.3% | -12.4% |
| 30D | -46.6% | -2.4% | -44.2% | -44.2% |
| 3M | -66.4% | -1.2% | -65.2% | -65.9% |
| 6M | -79.5% | +3.3% | -82.8% | -80.6% |
| YTD | -86.2% | +12.3% | -98.5% | -88.5% |
| 1Y | -95.9% | +12.4% | -108.3% | -96.6% |
| 3Y | -99.1% | +78.8% | -177.9% | -99.6% |
| 5Y | -99.7% | +75.2% | -174.9% | -99.9% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +311.8% | -411.7% | -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