-99.2%
TPST vs SPY
+78.0%
-177.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -9.0% |
| 7D | -23.4% | +0.1% | -23.5% | -22.8% |
| 30D | -52.4% | -3.3% | -49.1% | -49.3% |
| 3M | -60.6% | -2.4% | -58.2% | -59.1% |
| 6M | -81.8% | +2.6% | -84.4% | -82.8% |
| YTD | -87.4% | +11.2% | -98.6% | -89.7% |
| 1Y | -96.2% | +13.4% | -109.6% | -97.0% |
| 3Y | -99.2% | +79.9% | -179.1% | -99.7% |
| All | -99.2% | +78.0% | -177.2% | -99.7% |
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