-66.0%
TSLG vs SPY
+27.3%
-93.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -1.9% |
| 7D | +18.2% | +2.6% | +15.6% | +6.1% |
| 30D | +8.4% | -2.0% | +10.3% | +21.3% |
| 3M | +21.0% | -2.8% | +23.8% | +42.4% |
| 6M | -37.3% | +2.1% | -39.5% | -36.7% |
| YTD | -44.3% | +11.5% | -55.8% | -60.6% |
| 1Y | -32.6% | +13.5% | -46.0% | -55.8% |
| All | -66.0% | +27.3% | -93.3% | -80.6% |
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