+33.7%
TSLP vs SPY
+92.3%
-58.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +9.1% | +0.1% | +9.0% | +9.2% |
| 3M | -19.3% | +2.0% | -21.3% | -21.1% |
| 6M | -19.1% | +13.0% | -32.1% | -33.9% |
| YTD | -27.3% | +13.5% | -40.9% | -41.0% |
| 1Y | -7.6% | +20.0% | -27.6% | -31.5% |
| All | +33.7% | +92.3% | -58.6% | -49.2% |
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