-72.3%
TSLS vs SPY
+94.0%
-166.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +5.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.0% |
| 30D | -10.3% | +0.1% | -10.3% | -9.8% |
| 3M | +10.7% | +2.0% | +8.7% | +18.1% |
| 6M | +5.0% | +13.0% | -8.0% | +39.2% |
| YTD | +15.5% | +13.5% | +2.0% | +55.7% |
| 1Y | -17.2% | +20.0% | -37.2% | +26.9% |
| 3Y | -68.6% | +77.2% | -145.7% | +17.9% |
| All | -72.3% | +94.0% | -166.3% | +27.8% |
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 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