+35.5%
TSLP vs SPY
+84.1%
-48.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.6% |
| 7D | -11.1% | -2.7% | -8.4% | -6.1% |
| 30D | -5.7% | -5.4% | -0.3% | +5.1% |
| 3M | +10.3% | -4.1% | +14.4% | +20.2% |
| 6M | -14.6% | +0.7% | -15.3% | -13.7% |
| YTD | -26.4% | +8.7% | -35.0% | -34.7% |
| 1Y | -26.7% | +10.9% | -37.6% | -37.2% |
| 3Y | +28.9% | +75.0% | -46.1% | -41.4% |
| All | +35.5% | +84.1% | -48.6% | -43.8% |
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