-1.4%
TSLW vs SPY
+20.8%
-22.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -6.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +11.7% | +0.1% | +11.7% | +12.0% |
| 3M | -19.8% | +2.0% | -21.8% | -22.5% |
| 6M | -18.1% | +13.0% | -31.1% | -36.8% |
| YTD | -28.3% | +13.5% | -41.8% | -45.4% |
| 1Y | -1.4% | +20.0% | -21.4% | -34.3% |
| All | -1.4% | +20.8% | -22.3% | -34.3% |
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 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