+97.7%
TPZ vs SPY
+311.6%
-213.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | +0.8% |
| 7D | -8.5% | -4.7% | -3.8% | -5.4% |
| 30D | -6.1% | -5.9% | -0.2% | -2.0% |
| 3M | -6.1% | -4.5% | -1.5% | -3.1% |
| 6M | -12.1% | +1.8% | -13.9% | -13.8% |
| YTD | -1.0% | +8.3% | -9.3% | -7.5% |
| 1Y | -3.3% | +9.3% | -12.7% | -10.3% |
| 3Y | +67.0% | +74.9% | -7.8% | +6.7% |
| 5Y | +100.0% | +67.3% | +32.8% | +30.7% |
| All | +97.7% | +311.6% | -213.8% | -34.4% |
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