-3.3%
TSLW vs SPY
+26.1%
-29.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.3% |
| 7D | +10.7% | +2.6% | +8.1% | +3.7% |
| 30D | +6.9% | -2.0% | +8.9% | +13.4% |
| 3M | +16.2% | -2.8% | +19.0% | +26.5% |
| 6M | -17.4% | +2.1% | -19.5% | -19.4% |
| YTD | -20.2% | +11.5% | -31.7% | -37.3% |
| 1Y | -9.3% | +13.5% | -22.8% | -32.0% |
| All | -3.3% | +26.1% | -29.4% | -33.7% |
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