+91.5%
TPYP vs SPY
+79.4%
+12.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +1.0% | -2.4% | +3.4% | +1.8% |
| 3M | +0.6% | -1.2% | +1.7% | +0.9% |
| 6M | +2.1% | +3.3% | -1.2% | +0.5% |
| YTD | +22.9% | +12.3% | +10.6% | +16.4% |
| 1Y | +23.5% | +12.4% | +11.1% | +16.9% |
| All | +91.5% | +79.4% | +12.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling