-17.9%
TSLI vs SPY
+17.8%
-35.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | -0.1% |
| 7D | +0.3% | -0.9% | +1.2% | +7.4% |
| 30D | +2.4% | -2.4% | +4.7% | +16.8% |
| 3M | +25.7% | -1.2% | +26.9% | +38.0% |
| 6M | -37.1% | +3.3% | -40.4% | -39.3% |
| YTD | -44.5% | +12.3% | -56.8% | -59.9% |
| 1Y | -44.5% | +12.4% | -56.9% | -59.2% |
| All | -17.9% | +17.8% | -35.7% | -55.1% |
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 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