+17.0%
TLS vs SPY
+13.0%
+4.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -2.7% |
| 7D | +51.2% | -0.9% | +52.1% | +52.3% |
| 30D | +74.7% | -2.4% | +77.0% | +79.8% |
| 3M | +78.3% | -1.2% | +79.5% | +81.0% |
| 6M | +80.0% | +3.3% | +76.7% | +74.6% |
| YTD | +50.0% | +12.3% | +37.7% | +32.3% |
| 1Y | +17.0% | +12.4% | +4.5% | +3.7% |
| All | +17.0% | +13.0% | +4.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling