+128.7%
TPZ vs SPY
+82.0%
+46.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | -0.5% | +2.0% | -2.5% | -1.7% |
| 6M | -2.9% | +13.0% | -16.0% | -9.2% |
| YTD | +7.9% | +13.5% | -5.6% | +0.7% |
| 1Y | +8.5% | +20.0% | -11.4% | -1.7% |
| 3Y | +82.5% | +77.2% | +5.3% | +33.9% |
| All | +128.7% | +82.0% | +46.7% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling