+0.2%
TSII vs SPY
+20.8%
-20.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +11.6% | +0.1% | +11.5% | +11.7% |
| 3M | -18.1% | +2.0% | -20.1% | -20.9% |
| 6M | -18.5% | +13.0% | -31.5% | -35.6% |
| YTD | -25.0% | +13.5% | -38.6% | -41.4% |
| 1Y | +0.2% | +20.0% | -19.8% | -29.2% |
| All | +0.2% | +20.8% | -20.7% | -29.2% |
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 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