+2,868.1%
TS vs SPY
+1,222.7%
+1,645.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | -1.1% | +0.1% | -1.1% | -1.2% |
| 3M | -11.7% | +2.0% | -13.7% | -14.2% |
| 6M | +7.4% | +13.0% | -5.6% | -8.8% |
| YTD | +49.7% | +13.5% | +36.2% | +26.1% |
| 1Y | +60.6% | +20.0% | +40.6% | +25.8% |
| 3Y | +93.6% | +77.2% | +16.4% | -10.3% |
| 5Y | +230.5% | +81.9% | +148.6% | +42.2% |
| 10Y | +172.7% | +314.1% | -141.3% | -63.3% |
| All | +2,868.1% | +1,222.7% | +1,645.4% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling