+68.7%
TMSL vs SPY
+81.2%
-12.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +3.1% | +3.3% | -0.2% | -0.3% |
| 30D | +2.5% | -2.7% | +5.2% | +5.4% |
| 3M | -5.7% | -1.7% | -3.9% | -4.0% |
| 6M | +2.8% | +3.1% | -0.3% | -0.5% |
| YTD | +17.0% | +11.9% | +5.1% | +4.2% |
| 1Y | +19.7% | +12.0% | +7.7% | +6.5% |
| 3Y | +75.0% | +78.2% | -3.2% | -2.7% |
| All | +68.7% | +81.2% | -12.5% | -6.3% |
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