-40.0%
TSLT vs SPY
+76.9%
-116.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +6.9% |
| 7D | -21.4% | -2.7% | -18.7% | -10.0% |
| 30D | -13.6% | -5.4% | -8.2% | +13.0% |
| 3M | +14.5% | -4.1% | +18.6% | +42.8% |
| 6M | -35.2% | +0.7% | -35.9% | -30.5% |
| YTD | -54.1% | +8.7% | -62.7% | -64.1% |
| 1Y | -55.6% | +10.9% | -66.5% | -67.9% |
| 3Y | -38.4% | +75.0% | -113.4% | -88.1% |
| All | -40.0% | +76.9% | -116.9% | -89.4% |
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