-33.3%
TSLT vs SPY
+81.1%
-114.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.4% | +8.8% | +0.6% |
| 7D | -14.3% | +0.1% | -14.4% | -13.0% |
| 30D | -6.3% | -3.3% | -3.0% | +11.7% |
| 3M | +20.5% | -2.4% | +22.9% | +39.7% |
| 6M | -37.4% | +2.6% | -40.0% | -37.9% |
| YTD | -48.9% | +11.2% | -60.2% | -63.9% |
| 1Y | -46.8% | +13.4% | -60.1% | -65.1% |
| 3Y | -25.1% | +79.9% | -105.0% | -87.2% |
| All | -33.3% | +81.1% | -114.4% | -89.3% |
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