-32.9%
TSLT vs SPY
+83.8%
-116.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +10.2% |
| 7D | +5.5% | +0.5% | +5.0% | +3.3% |
| 30D | +21.3% | -0.9% | +22.2% | +27.7% |
| 3M | -28.8% | +3.9% | -32.7% | -36.1% |
| 6M | -30.4% | +14.5% | -45.0% | -58.4% |
| YTD | -48.6% | +12.9% | -61.5% | -67.0% |
| 1Y | -23.2% | +19.4% | -42.5% | -59.8% |
| All | -32.9% | +83.8% | -116.7% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling