+35.5%
TFSL vs SPY
+82.0%
-46.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +9.4% | +2.0% | +7.5% | +7.8% |
| 6M | +28.1% | +13.0% | +15.1% | +17.7% |
| YTD | +36.4% | +13.5% | +22.8% | +24.9% |
| 1Y | +39.6% | +20.0% | +19.6% | +23.2% |
| 3Y | +63.7% | +77.2% | -13.5% | +10.4% |
| All | +35.5% | +82.0% | -46.5% | -13.4% |
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