-22.4%
TSLI vs SPY
+18.5%
-40.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +10.3% |
| 7D | +5.8% | +0.5% | +5.3% | +3.6% |
| 30D | +22.0% | -0.9% | +23.0% | +28.4% |
| 3M | -28.1% | +3.9% | -32.0% | -35.2% |
| 6M | -29.7% | +14.5% | -44.2% | -55.1% |
| YTD | -47.5% | +12.9% | -60.4% | -64.1% |
| All | -22.4% | +18.5% | -40.8% | -59.9% |
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