+269.5%
TPZ vs SPY
+969.9%
-700.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 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% | -2.1% |
| 6M | -2.9% | +13.0% | -16.0% | -11.0% |
| YTD | +7.9% | +13.5% | -5.6% | -1.5% |
| 1Y | +8.5% | +20.0% | -11.4% | -4.6% |
| 3Y | +82.5% | +77.2% | +5.3% | +21.5% |
| 5Y | +127.3% | +81.9% | +45.5% | +46.3% |
| 10Y | +106.0% | +314.1% | -208.1% | -21.9% |
| All | +269.5% | +969.9% | -700.4% | -5.1% |
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