+72.6%
TFSL vs SPY
+308.5%
-235.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -2.6% |
| 30D | +1.2% | -2.7% | +3.9% | +3.0% |
| 3M | -4.4% | -1.7% | -2.6% | -3.4% |
| 6M | +13.2% | +3.1% | +10.1% | +10.4% |
| YTD | +29.5% | +11.9% | +17.6% | +19.0% |
| 1Y | +28.4% | +12.0% | +16.4% | +17.8% |
| 3Y | +68.3% | +78.2% | -9.9% | +10.0% |
| 5Y | +23.3% | +73.2% | -50.0% | -18.6% |
| All | +72.6% | +308.5% | -235.9% | -48.1% |
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 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