+896.8%
TSI vs SPY
+3,015.5%
-2,118.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +0.5% | -0.6% | +1.0% | +0.6% |
| 30D | +3.3% | -3.7% | +7.0% | +4.4% |
| 3M | +0.8% | -2.7% | +3.6% | +1.6% |
| 6M | -1.1% | +2.2% | -3.3% | -1.9% |
| YTD | -6.4% | +10.8% | -17.3% | -9.6% |
| 1Y | -3.5% | +11.2% | -14.8% | -6.9% |
| 3Y | +19.5% | +76.5% | -57.0% | -0.9% |
| 5Y | +12.9% | +72.9% | -60.0% | -6.8% |
| 10Y | +67.4% | +304.8% | -237.4% | +1.7% |
| All | +896.8% | +3,015.5% | -2,118.7% | +209.3% |
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