+135.9%
TLS vs SPY
+78.0%
+57.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +48.8% | +2.4% | +46.4% | +44.5% |
| 7D | +37.6% | +0.1% | +37.5% | +38.5% |
| 30D | +54.9% | -3.3% | +58.2% | +65.8% |
| 3M | +50.0% | -2.4% | +52.4% | +58.0% |
| 6M | +60.0% | +2.6% | +57.5% | +55.5% |
| YTD | +40.6% | +11.2% | +29.3% | +18.8% |
| 1Y | +12.4% | +13.4% | -1.0% | -7.5% |
| 3Y | +135.9% | +79.9% | +56.0% | -35.2% |
| All | +135.9% | +78.0% | +57.8% | -35.2% |
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 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