-72.0%
TSLS vs SPY
+85.1%
-157.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -4.4% | +15.3% | +1.9% |
| 7D | +16.1% | -4.7% | +20.9% | +5.7% |
| 30D | +9.1% | -5.9% | +15.0% | -2.8% |
| 3M | -9.2% | -4.5% | -4.7% | -16.3% |
| 6M | +3.2% | +1.8% | +1.5% | +11.0% |
| YTD | +16.9% | +8.3% | +8.5% | +44.6% |
| 1Y | +18.1% | +9.3% | +8.7% | +49.9% |
| 3Y | -70.5% | +74.9% | -145.4% | +6.3% |
| All | -72.0% | +85.1% | -157.1% | +18.7% |
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