-85.9%
TLS vs SPY
+82.0%
-167.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.6% | +0.1% | +2.5% | +2.7% |
| 3M | +7.4% | +2.0% | +5.4% | +4.2% |
| 6M | +5.0% | +13.0% | -8.0% | -13.9% |
| YTD | -5.9% | +13.5% | -19.4% | -23.1% |
| 1Y | -26.9% | +20.0% | -46.9% | -44.7% |
| 3Y | +89.0% | +77.2% | +11.8% | -18.9% |
| All | -85.9% | +82.0% | -167.9% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling