+214.7%
TFSL vs SPY
+639.3%
-424.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +9.4% | +2.0% | +7.5% | +7.9% |
| 6M | +28.1% | +13.0% | +15.1% | +18.5% |
| YTD | +36.4% | +13.5% | +22.8% | +25.8% |
| 1Y | +39.6% | +20.0% | +19.6% | +24.5% |
| 3Y | +63.7% | +77.2% | -13.5% | +14.5% |
| 5Y | +32.8% | +81.9% | -49.0% | -9.3% |
| 10Y | +85.5% | +314.1% | -228.5% | -21.8% |
| All | +214.7% | +639.3% | -424.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling