-99.8%
TPST vs SPY
+67.4%
-167.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +0.8% |
| 7D | -23.2% | -2.7% | -20.5% | -16.5% |
| 30D | -51.8% | -5.4% | -46.4% | -43.8% |
| 3M | -57.8% | -4.1% | -53.7% | -53.5% |
| 6M | -81.1% | +0.7% | -81.8% | -82.0% |
| YTD | -86.7% | +8.7% | -95.4% | -89.8% |
| 1Y | -96.0% | +10.9% | -106.9% | -97.1% |
| 3Y | -99.1% | +75.0% | -174.0% | -99.8% |
| All | -99.8% | +67.4% | -167.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling