+98.6%
TPZ vs SPY
+312.9%
-214.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.2% |
| 7D | -8.4% | -2.7% | -5.7% | -6.7% |
| 30D | -4.6% | -5.4% | +0.7% | -0.9% |
| 3M | -6.1% | -4.1% | -2.1% | -3.5% |
| 6M | -10.2% | +0.7% | -10.9% | -11.2% |
| YTD | -0.5% | +8.7% | -9.2% | -7.3% |
| 1Y | -2.5% | +10.9% | -13.4% | -10.4% |
| 3Y | +68.0% | +75.0% | -7.0% | +7.3% |
| 5Y | +100.9% | +67.8% | +33.2% | +31.0% |
| All | +98.6% | +312.9% | -214.2% | -34.3% |
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