-13.9%
TSL vs SPY
+88.6%
-102.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.4% |
| 7D | -13.2% | -2.7% | -10.5% | -6.5% |
| 30D | -7.2% | -5.4% | -1.8% | +7.7% |
| 3M | +13.2% | -4.1% | +17.3% | +27.4% |
| 6M | -16.0% | +0.7% | -16.7% | -14.6% |
| YTD | -29.0% | +8.7% | -37.7% | -40.1% |
| 1Y | -29.0% | +10.9% | -39.9% | -42.8% |
| 3Y | +38.6% | +75.0% | -36.4% | -54.2% |
| All | -13.9% | +88.6% | -102.5% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling