+65.4%
TLS vs SPY
+74.5%
-9.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.1% | +1.7% |
| 7D | -17.3% | -4.7% | -12.6% | -10.4% |
| 30D | +10.1% | -5.9% | +16.1% | +22.2% |
| 3M | +2.1% | -4.5% | +6.7% | +10.5% |
| 6M | +7.2% | +1.8% | +5.4% | +4.1% |
| YTD | -6.3% | +8.3% | -14.6% | -18.1% |
| 1Y | -28.8% | +9.3% | -38.1% | -38.3% |
| All | +65.4% | +74.5% | -9.1% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling