-100.0%
TPST vs SPY
+604.8%
-704.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | +12.7% | +0.1% | +12.6% | +12.5% |
| 3M | -20.8% | +2.0% | -22.8% | -23.6% |
| 6M | -56.0% | +13.0% | -69.0% | -63.8% |
| YTD | -64.1% | +13.5% | -77.7% | -70.6% |
| 1Y | -89.7% | +20.0% | -109.7% | -92.3% |
| 3Y | -85.3% | +77.2% | -162.5% | -93.5% |
| 5Y | -99.5% | +81.9% | -181.3% | -99.8% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +604.8% | -704.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling