+65.7%
TSI vs SPY
+307.0%
-241.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | +2.6% | -3.7% | -1.7% |
| 30D | +3.8% | -2.0% | +5.8% | +4.2% |
| 3M | -0.6% | -2.8% | +2.2% | 0.0% |
| 6M | -1.6% | +2.1% | -3.7% | -2.2% |
| YTD | -7.9% | +11.5% | -19.4% | -10.3% |
| 1Y | -4.7% | +13.5% | -18.2% | -7.6% |
| 3Y | +17.1% | +77.7% | -60.6% | +1.4% |
| 5Y | +10.7% | +72.6% | -61.9% | -4.0% |
| All | +65.7% | +307.0% | -241.3% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling