+90.7%
TFSL vs SPY
+312.5%
-221.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -0.6% | -0.4% | -0.3% | -0.4% |
| 30D | +0.9% | -1.4% | +2.2% | +1.8% |
| 3M | +5.8% | +3.7% | +2.1% | +2.9% |
| 6M | +30.0% | +13.0% | +17.0% | +18.8% |
| YTD | +34.7% | +12.4% | +22.3% | +23.6% |
| 1Y | +39.0% | +18.5% | +20.5% | +22.8% |
| 3Y | +65.4% | +77.6% | -12.2% | +8.5% |
| 5Y | +35.3% | +81.7% | -46.4% | -13.7% |
| 10Y | +90.7% | +319.7% | -229.0% | -39.7% |
| All | +90.7% | +312.5% | -221.8% | -39.7% |
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