+38.4%
TSBK vs SPY
+17.2%
+21.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | +2.0% | -1.7% | +3.7% | +2.4% |
| 3M | +8.5% | +4.7% | +3.8% | +6.8% |
| 6M | +22.3% | +12.5% | +9.8% | +16.0% |
| YTD | +32.8% | +11.7% | +21.1% | +26.2% |
| 1Y | +38.4% | +17.5% | +21.0% | +24.2% |
| All | +38.4% | +17.2% | +21.2% | +24.2% |
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