+188.9%
TPYP vs SPY
+312.9%
-123.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -8.0% | -2.7% | -5.3% | -6.1% |
| 30D | -0.8% | -5.4% | +4.6% | +3.3% |
| 3M | -3.1% | -4.1% | +1.0% | -0.2% |
| 6M | -2.0% | +0.7% | -2.7% | -3.4% |
| YTD | +17.9% | +8.7% | +9.2% | +8.8% |
| 1Y | +21.4% | +10.9% | +10.6% | +10.1% |
| 3Y | +81.2% | +75.0% | +6.2% | +9.3% |
| 5Y | +115.6% | +67.8% | +47.8% | +33.1% |
| All | +188.9% | +312.9% | -123.9% | -26.6% |
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