+24.0%
TSEC vs SPY
+75.7%
-51.7%
-1.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +0.8% | +2.0% | -1.2% | +0.7% |
| 6M | +0.5% | +13.0% | -12.5% | +0.3% |
| YTD | +2.1% | +13.5% | -11.5% | +1.9% |
| 1Y | +4.4% | +20.0% | -15.6% | +4.2% |
| 3Y | +22.5% | +77.2% | -54.7% | +20.7% |
| All | +24.0% | +75.7% | -51.7% | +22.1% |
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