+278.3%
TSBK vs SPY
+307.0%
-28.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | +0.7% | +2.6% | -1.9% | -1.6% |
| 30D | +7.3% | -2.0% | +9.3% | +8.9% |
| 3M | +4.0% | -2.8% | +6.8% | +6.2% |
| 6M | +22.7% | +2.1% | +20.6% | +19.3% |
| YTD | +37.7% | +11.5% | +26.2% | +23.3% |
| 1Y | +47.9% | +13.5% | +34.4% | +30.1% |
| 3Y | +85.1% | +77.7% | +7.4% | +6.7% |
| 5Y | +98.6% | +72.6% | +26.0% | +14.2% |
| All | +278.3% | +307.0% | -28.7% | -4.6% |
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