-9.9%
TSL vs SPY
+95.1%
-105.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +1.1% |
| 7D | +3.7% | -0.4% | +4.0% | +4.8% |
| 30D | +13.5% | -1.4% | +14.9% | +17.9% |
| 3M | -11.0% | +3.7% | -14.7% | -17.2% |
| 6M | -12.8% | +13.0% | -25.9% | -34.1% |
| YTD | -25.8% | +12.4% | -38.2% | -42.9% |
| 1Y | +0.3% | +18.5% | -18.2% | -31.6% |
| 3Y | +21.8% | +77.6% | -55.8% | -61.6% |
| All | -9.9% | +95.1% | -105.0% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling