+44.1%
TSLP vs SPY
+87.7%
-43.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.9% |
| 7D | -5.6% | -0.6% | -5.0% | -4.1% |
| 30D | -0.9% | -3.7% | +2.8% | +6.9% |
| 3M | +14.6% | -2.7% | +17.4% | +21.8% |
| 6M | -14.8% | +2.2% | -17.0% | -16.2% |
| YTD | -21.7% | +10.8% | -32.5% | -33.1% |
| 1Y | -21.2% | +11.2% | -32.5% | -33.0% |
| 3Y | +38.9% | +76.5% | -37.6% | -38.1% |
| All | +44.1% | +87.7% | -43.7% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling