+158.7%
TS vs SPY
+315.0%
-156.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -1.1% |
| 7D | +2.6% | +0.1% | +2.6% | +2.2% |
| 30D | +3.7% | -3.3% | +7.1% | +6.7% |
| 3M | +12.1% | -2.4% | +14.6% | +14.2% |
| 6M | +1.4% | +2.6% | -1.2% | -1.7% |
| YTD | +57.7% | +11.2% | +46.5% | +40.9% |
| 1Y | +49.5% | +13.4% | +36.1% | +30.8% |
| 3Y | +94.8% | +79.9% | +14.9% | +6.7% |
| 5Y | +175.9% | +72.2% | +103.7% | +55.9% |
| 10Y | +158.7% | +307.3% | -148.6% | -44.2% |
| All | +158.7% | +315.0% | -156.3% | -44.2% |
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 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