+247.3%
TPZ vs SPY
+967.8%
-720.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.4% |
| 7D | -4.4% | -0.7% | -3.7% | -4.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.1% |
| 3M | -5.1% | -0.3% | -4.8% | -5.1% |
| 6M | -10.2% | +7.3% | -17.6% | -14.8% |
| YTD | +1.4% | +13.3% | -11.9% | -7.4% |
| 1Y | +0.5% | +14.8% | -14.3% | -9.1% |
| 3Y | +71.1% | +82.9% | -11.8% | +11.3% |
| 5Y | +107.3% | +75.6% | +31.8% | +36.8% |
| 10Y | +103.9% | +330.5% | -226.7% | -24.4% |
| All | +247.3% | +967.8% | -720.6% | -10.8% |
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