-18.2%
TSLR vs SPY
+78.1%
-96.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -2.2% |
| 7D | +18.0% | +2.6% | +15.4% | +5.8% |
| 30D | +8.3% | -2.0% | +10.3% | +21.4% |
| 3M | +20.9% | -2.8% | +23.7% | +42.6% |
| 6M | -37.1% | +2.1% | -39.3% | -36.5% |
| YTD | -43.7% | +11.5% | -55.2% | -60.5% |
| 1Y | -31.7% | +13.5% | -45.2% | -55.7% |
| 3Y | -18.2% | +77.7% | -95.9% | -82.8% |
| All | -18.2% | +78.1% | -96.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling