+66.1%
TFSL vs SPY
+75.1%
-9.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.7% |
| 30D | +1.9% | -5.4% | +7.3% | +5.4% |
| 3M | -6.3% | -4.1% | -2.2% | -3.9% |
| 6M | +12.7% | +0.7% | +12.0% | +11.7% |
| YTD | +29.9% | +8.7% | +21.2% | +22.2% |
| 1Y | +30.6% | +10.9% | +19.7% | +21.0% |
| 3Y | +66.1% | +75.0% | -8.9% | -2.3% |
| All | +66.1% | +75.1% | -9.0% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling