+1,285.5%
TSBK vs SPY
+1,210.6%
+74.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +0.3% | +3.3% | -3.0% | -1.2% |
| 30D | +6.1% | -2.7% | +8.8% | +7.3% |
| 3M | +4.2% | -1.7% | +5.9% | +4.9% |
| 6M | +22.9% | +3.1% | +19.8% | +20.7% |
| YTD | +36.7% | +11.9% | +24.8% | +29.0% |
| 1Y | +47.9% | +12.0% | +35.9% | +39.4% |
| 3Y | +84.3% | +78.2% | +6.1% | +40.4% |
| 5Y | +97.2% | +73.2% | +23.9% | +49.8% |
| 10Y | +279.6% | +309.6% | -30.1% | +110.1% |
| All | +1,285.5% | +1,210.6% | +74.9% | +335.8% |
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