-4.2%
TSEL vs SPY
+17.2%
-21.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.6% |
| 7D | -0.5% | -2.0% | +1.5% | +2.6% |
| 30D | -0.4% | -1.7% | +1.3% | +2.2% |
| 3M | +3.6% | +4.7% | -1.1% | -3.0% |
| 6M | +9.0% | +12.5% | -3.5% | -7.9% |
| YTD | +1.1% | +11.7% | -10.6% | -13.5% |
| 1Y | -4.2% | +17.5% | -21.6% | -23.1% |
| All | -4.2% | +17.2% | -21.4% | -23.1% |
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 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