+70.6%
TMSL vs SPY
+82.9%
-12.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.3% |
| 30D | -4.4% | -0.9% | -3.4% | -3.4% |
| 3M | +3.4% | +3.9% | -0.5% | -0.6% |
| 6M | +14.9% | +14.5% | +0.4% | -0.1% |
| YTD | +18.3% | +12.9% | +5.4% | +4.4% |
| 1Y | +22.0% | +19.4% | +2.6% | +1.8% |
| 3Y | +69.7% | +78.5% | -8.8% | -5.8% |
| All | +70.6% | +82.9% | -12.3% | -6.1% |
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