+37.2%
TSLY vs SPY
+101.0%
-63.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -1.1% |
| 7D | +2.4% | -0.8% | +3.1% | +3.7% |
| 30D | +8.5% | -1.1% | +9.5% | +10.5% |
| 3M | -8.5% | +3.9% | -12.4% | -13.6% |
| 6M | -10.2% | +13.6% | -23.8% | -26.7% |
| YTD | -14.1% | +12.7% | -26.8% | -28.9% |
| 1Y | +3.9% | +17.5% | -13.7% | -19.5% |
| 3Y | +17.4% | +76.9% | -59.5% | -48.2% |
| All | +37.2% | +101.0% | -63.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling