-42.1%
TSLR vs SPY
+73.0%
-115.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +7.1% |
| 7D | -21.4% | -2.7% | -18.7% | -9.9% |
| 30D | -13.5% | -5.4% | -8.1% | +13.0% |
| 3M | +15.4% | -4.1% | +19.5% | +44.0% |
| 6M | -34.1% | +0.7% | -34.8% | -29.2% |
| YTD | -52.3% | +8.7% | -61.0% | -62.6% |
| 1Y | -53.6% | +10.9% | -64.4% | -66.3% |
| 3Y | -28.8% | +75.0% | -103.8% | -86.4% |
| All | -42.1% | +73.0% | -115.1% | -87.7% |
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