-53.6%
TSLR vs SPY
+9.9%
-63.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +7.2% |
| 7D | -21.4% | -2.7% | -18.7% | -10.3% |
| 30D | -13.5% | -5.4% | -8.1% | +12.1% |
| 3M | +15.4% | -4.1% | +19.5% | +43.0% |
| 6M | -34.1% | +0.7% | -34.8% | -28.5% |
| YTD | -52.3% | +8.7% | -61.0% | -58.9% |
| 1Y | -53.6% | +10.9% | -64.4% | -63.3% |
| All | -53.6% | +9.9% | -63.4% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling