-47.4%
TSLT vs SPY
+14.6%
-62.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -13.5% |
| 7D | -9.7% | -0.7% | -9.0% | -7.7% |
| 30D | +1.2% | -1.0% | +2.2% | +5.8% |
| 3M | +28.5% | -0.3% | +28.8% | +32.2% |
| 6M | -21.4% | +7.3% | -28.7% | -35.6% |
| YTD | -45.8% | +13.3% | -59.2% | -62.0% |
| 1Y | -47.4% | +14.8% | -62.2% | -64.9% |
| All | -47.4% | +14.6% | -62.0% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling