-99.8%
TPST vs SPY
+72.2%
-172.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.6% |
| 7D | -20.2% | -0.6% | -19.6% | -18.4% |
| 30D | -50.8% | -3.7% | -47.1% | -45.4% |
| 3M | -64.0% | -2.7% | -61.3% | -62.0% |
| 6M | -81.2% | +2.2% | -83.4% | -82.8% |
| YTD | -87.0% | +10.8% | -97.8% | -90.5% |
| 1Y | -96.2% | +11.2% | -107.4% | -97.3% |
| 3Y | -99.1% | +76.5% | -175.6% | -99.8% |
| 5Y | -99.8% | +72.9% | -172.7% | -100.0% |
| All | -99.8% | +72.2% | -172.0% | -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 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