+70.4%
TMSL vs SPY
+80.2%
-9.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +3.0% | -3.3% | +6.4% | +6.7% |
| 3M | -4.5% | -2.4% | -2.0% | -2.0% |
| 6M | +3.0% | +2.6% | +0.5% | +0.3% |
| YTD | +18.2% | +11.2% | +6.9% | +5.9% |
| 1Y | +22.3% | +13.4% | +8.9% | +7.5% |
| 3Y | +79.0% | +79.9% | -0.9% | -1.3% |
| All | +70.4% | +80.2% | -9.7% | -4.8% |
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