-76.2%
TLS vs SPY
+124.2%
-200.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.3% |
| 7D | -11.1% | -2.7% | -8.4% | -7.2% |
| 30D | +11.8% | -5.4% | +17.2% | +22.7% |
| 3M | +5.5% | -4.1% | +9.6% | +13.0% |
| 6M | +14.8% | +0.7% | +14.1% | +13.7% |
| YTD | -5.5% | +8.7% | -14.2% | -17.5% |
| 1Y | -26.5% | +10.9% | -37.4% | -37.5% |
| 3Y | +66.8% | +75.0% | -8.2% | -28.5% |
| 5Y | -81.8% | +67.8% | -149.6% | -91.0% |
| All | -76.2% | +124.2% | -200.4% | -93.2% |
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