+43.8%
TSLP vs SPY
+88.4%
-44.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +1.7% |
| 7D | -6.7% | +0.1% | -6.8% | -6.5% |
| 30D | -1.1% | -3.3% | +2.2% | +6.0% |
| 3M | +15.1% | -2.4% | +17.5% | +21.5% |
| 6M | -15.0% | +2.6% | -17.5% | -17.0% |
| YTD | -21.8% | +11.2% | -33.1% | -33.7% |
| 1Y | -18.8% | +13.4% | -32.2% | -33.3% |
| 3Y | +41.2% | +79.9% | -38.7% | -39.0% |
| All | +43.8% | +88.4% | -44.7% | -42.8% |
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 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