+47.9%
TS vs SPY
+12.3%
+35.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | +2.6% | +0.1% | +2.6% | +2.4% |
| 30D | +3.7% | -3.3% | +7.1% | +4.7% |
| 3M | +12.1% | -2.4% | +14.6% | +12.8% |
| 6M | +1.4% | +2.6% | -1.2% | +0.6% |
| YTD | +57.7% | +11.2% | +46.5% | +52.0% |
| All | +47.9% | +12.3% | +35.6% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling