-15.0%
TSLI vs SPY
+17.4%
-32.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +5.1% |
| 7D | +32.4% | +3.3% | +29.1% | +15.5% |
| 30D | +7.2% | -2.7% | +9.9% | +24.1% |
| 3M | +34.4% | -1.7% | +36.2% | +51.4% |
| 6M | -31.7% | +3.1% | -34.8% | -33.5% |
| YTD | -42.5% | +11.9% | -54.4% | -57.8% |
| 1Y | -39.9% | +12.0% | -51.9% | -55.0% |
| All | -15.0% | +17.4% | -32.4% | -52.8% |
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