-14.3%
TSLZ vs SPY
+9.9%
-24.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -7.2% |
| 7D | +19.5% | -2.7% | +22.2% | +8.3% |
| 30D | +3.4% | -5.4% | +8.8% | -15.8% |
| 3M | -31.8% | -4.1% | -27.7% | -39.9% |
| 6M | -15.8% | +0.7% | -16.6% | -2.3% |
| YTD | -6.4% | +8.7% | -15.1% | +46.9% |
| 1Y | -14.3% | +10.9% | -25.2% | +51.3% |
| All | -14.3% | +9.9% | -24.2% | +51.3% |
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