-47.6%
TSLR vs SPY
+11.9%
-59.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +2.4% |
| 7D | -11.1% | -0.6% | -10.5% | -7.0% |
| 30D | -5.6% | -3.7% | -1.9% | +13.8% |
| 3M | +20.8% | -2.7% | +23.6% | +41.6% |
| 6M | -35.7% | +2.2% | -37.9% | -34.5% |
| YTD | -46.6% | +10.8% | -57.4% | -57.3% |
| 1Y | -47.6% | +11.2% | -58.8% | -58.6% |
| All | -47.6% | +11.9% | -59.5% | -58.6% |
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