-37.7%
TSLT vs SPY
+84.9%
-122.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -10.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | +17.4% | +0.1% | +17.3% | +18.5% |
| 3M | -37.4% | +2.0% | -39.4% | -38.5% |
| 6M | -38.6% | +13.0% | -51.6% | -61.0% |
| YTD | -52.3% | +13.5% | -65.8% | -70.0% |
| 1Y | -25.5% | +20.0% | -45.5% | -61.9% |
| All | -37.7% | +84.9% | -122.6% | -91.1% |
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