+2.6%
TSEC vs SPY
+14.6%
-12.0%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | -0.4% | -0.3% | 0.0% | -0.3% |
| 6M | +0.5% | +7.3% | -6.9% | +0.1% |
| YTD | +1.2% | +13.3% | -12.1% | +0.4% |
| 1Y | +2.6% | +14.8% | -12.2% | +1.8% |
| All | +2.6% | +14.6% | -12.0% | +1.8% |
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 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