+14.5%
TSEL vs SPY
+32.6%
-18.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.0% |
| 30D | +1.0% | -0.9% | +1.9% | +2.3% |
| 3M | +2.3% | +3.9% | -1.6% | -2.5% |
| 6M | +11.5% | +14.5% | -3.1% | -6.5% |
| YTD | +3.0% | +12.9% | -9.9% | -11.9% |
| 1Y | -1.8% | +19.4% | -21.1% | -21.6% |
| All | +14.5% | +32.6% | -18.1% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling