+190.8%
TPYP vs SPY
+304.1%
-113.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | +0.7% | -3.7% | +4.4% | +3.4% |
| 3M | -0.1% | -2.7% | +2.6% | +1.7% |
| 6M | +2.3% | +2.2% | +0.1% | -0.2% |
| YTD | +21.4% | +10.8% | +10.5% | +10.3% |
| 1Y | +22.6% | +11.2% | +11.4% | +11.0% |
| 3Y | +89.6% | +76.5% | +13.1% | +13.8% |
| 5Y | +125.5% | +72.9% | +52.5% | +35.7% |
| 10Y | +190.8% | +304.8% | -114.0% | -24.0% |
| All | +190.8% | +304.1% | -113.3% | -24.0% |
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 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