-1.7%
TSL vs SPY
+20.8%
-22.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -6.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +11.8% | +0.1% | +11.8% | +12.1% |
| 3M | -20.8% | +2.0% | -22.8% | -23.5% |
| 6M | -18.9% | +13.0% | -31.9% | -38.0% |
| YTD | -29.3% | +13.5% | -42.8% | -46.7% |
| 1Y | -1.7% | +20.0% | -21.7% | -36.0% |
| All | -1.7% | +20.8% | -22.6% | -36.0% |
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