-35.2%
TSLR vs SPY
+76.5%
-111.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +2.5% |
| 7D | -11.1% | -0.6% | -10.5% | -7.0% |
| 30D | -5.6% | -3.7% | -1.9% | +14.4% |
| 3M | +20.8% | -2.7% | +23.6% | +42.2% |
| 6M | -35.7% | +2.2% | -37.9% | -35.1% |
| YTD | -46.6% | +10.8% | -57.4% | -61.5% |
| 1Y | -47.6% | +11.2% | -58.8% | -62.4% |
| 3Y | -16.7% | +76.5% | -93.1% | -84.7% |
| All | -35.2% | +76.5% | -111.6% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling