-11.2%
TSII vs SPY
+12.1%
-23.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -0.8% |
| 7D | +6.5% | +2.6% | +3.9% | +0.6% |
| 30D | +1.7% | -2.0% | +3.7% | +7.0% |
| 3M | +12.2% | -2.8% | +15.0% | +20.5% |
| 6M | -18.1% | +2.1% | -20.2% | -19.9% |
| YTD | -19.7% | +11.5% | -31.1% | -31.9% |
| 1Y | -11.2% | +13.5% | -24.7% | -26.5% |
| All | -11.2% | +12.1% | -23.3% | -26.5% |
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