+23.8%
TSLP vs SPY
+74.5%
-50.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.4% | -7.2% | -3.3% |
| 7D | -15.6% | -4.7% | -10.9% | -7.3% |
| 30D | -10.2% | -5.9% | -4.3% | +1.2% |
| 3M | +6.1% | -4.5% | +10.7% | +16.7% |
| 6M | -16.0% | +1.8% | -17.8% | -16.7% |
| YTD | -29.3% | +8.3% | -37.6% | -37.0% |
| 1Y | -32.0% | +9.3% | -41.3% | -40.3% |
| All | +23.8% | +74.5% | -50.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling