+23.3%
TFSL vs SPY
+72.1%
-48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -2.0% |
| 30D | +1.2% | -2.0% | +3.2% | +2.4% |
| 3M | -5.0% | -2.8% | -2.3% | -3.4% |
| 6M | +13.5% | +2.1% | +11.4% | +11.5% |
| YTD | +29.5% | +11.5% | +18.0% | +19.8% |
| 1Y | +29.3% | +13.5% | +15.8% | +18.2% |
| 3Y | +67.9% | +77.7% | -9.8% | +12.7% |
| All | +23.3% | +72.1% | -48.8% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling