+178.6%
TPYP vs SPY
+345.7%
-167.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | +2.6% | +2.0% | +0.6% | +0.6% |
| 6M | +4.4% | +13.0% | -8.7% | -6.1% |
| YTD | +24.7% | +13.5% | +11.2% | +11.6% |
| 1Y | +26.3% | +20.0% | +6.3% | +7.7% |
| 3Y | +92.4% | +77.2% | +15.2% | +16.1% |
| 5Y | +145.2% | +81.9% | +63.3% | +42.0% |
| 10Y | +196.9% | +314.1% | -117.2% | -16.9% |
| All | +178.6% | +345.7% | -167.1% | -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 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