-62.3%
TLS vs SPY
+131.7%
-194.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -2.5% |
| 7D | +51.2% | -0.9% | +52.1% | +54.8% |
| 30D | +74.7% | -2.4% | +77.0% | +83.7% |
| 3M | +78.3% | -1.2% | +79.5% | +83.7% |
| 6M | +80.0% | +3.3% | +76.7% | +72.9% |
| YTD | +50.0% | +12.3% | +37.7% | +25.4% |
| 1Y | +17.0% | +12.4% | +4.5% | -2.1% |
| 3Y | +100.3% | +78.8% | +21.5% | -16.7% |
| 5Y | -68.1% | +75.2% | -143.2% | -85.2% |
| All | -62.3% | +131.7% | -194.0% | -89.6% |
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 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