-29.0%
TSLR vs SPY
+78.1%
-107.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +5.1% |
| 7D | +33.1% | +3.3% | +29.8% | +16.0% |
| 30D | +7.7% | -2.7% | +10.4% | +24.7% |
| 3M | +35.3% | -1.7% | +37.1% | +52.3% |
| 6M | -31.1% | +3.1% | -34.2% | -33.1% |
| YTD | -41.5% | +11.9% | -53.4% | -59.5% |
| 1Y | -38.5% | +12.0% | -50.5% | -57.2% |
| 3Y | -8.7% | +78.2% | -86.9% | -84.0% |
| All | -29.0% | +78.1% | -107.1% | -86.6% |
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 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