+178.3%
TSLX vs SPY
+307.0%
-128.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -0.1% | +2.6% | -2.7% | -1.6% |
| 30D | +2.7% | -2.0% | +4.7% | +3.8% |
| 3M | -5.8% | -2.8% | -3.0% | -4.4% |
| 6M | +6.7% | +2.1% | +4.6% | +5.0% |
| YTD | -12.4% | +11.5% | -23.9% | -18.5% |
| 1Y | -8.9% | +13.5% | -22.4% | -16.2% |
| 3Y | +12.8% | +77.7% | -64.9% | -22.5% |
| 5Y | +19.9% | +72.6% | -52.7% | -16.9% |
| All | +178.3% | +307.0% | -128.7% | +13.2% |
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