+7.6%
TSII vs SPY
+25.2%
-17.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.4% |
| 7D | -13.1% | -2.7% | -10.4% | -6.7% |
| 30D | -6.8% | -5.4% | -1.4% | +6.9% |
| 3M | +12.2% | -4.1% | +16.3% | +24.8% |
| 6M | -15.4% | +0.7% | -16.1% | -14.6% |
| YTD | -24.5% | +8.7% | -33.2% | -34.8% |
| 1Y | -25.2% | +10.9% | -36.1% | -38.4% |
| All | +7.6% | +25.2% | -17.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling