-9.0%
TSLW vs SPY
+27.1%
-36.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +1.0% |
| 7D | +3.3% | -0.4% | +3.7% | +4.4% |
| 30D | +13.3% | -1.4% | +14.6% | +17.8% |
| 3M | -10.5% | +3.7% | -14.2% | -17.1% |
| 6M | -12.3% | +13.0% | -25.3% | -34.1% |
| YTD | -24.9% | +12.4% | -37.3% | -42.7% |
| 1Y | +0.1% | +18.5% | -18.4% | -32.7% |
| All | -9.0% | +27.1% | -36.1% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling