+47.2%
TSLP vs SPY
+92.0%
-44.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -6.6% |
| 7D | -4.7% | -0.7% | -4.0% | -3.7% |
| 30D | +2.2% | -1.0% | +3.2% | +4.1% |
| 3M | +18.7% | -0.3% | +19.0% | +19.7% |
| 6M | -5.6% | +7.3% | -12.9% | -15.7% |
| YTD | -20.0% | +13.3% | -33.3% | -34.8% |
| 1Y | -19.9% | +14.8% | -34.7% | -36.1% |
| 3Y | +40.1% | +82.9% | -42.8% | -41.7% |
| All | +47.2% | +92.0% | -44.8% | -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 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