-98.4%
TSLZ vs SPY
+78.1%
-176.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +2.2% |
| 7D | -16.8% | +2.6% | -19.4% | -5.9% |
| 30D | -18.4% | -2.0% | -16.4% | -22.5% |
| 3M | -35.2% | -2.8% | -32.4% | -39.5% |
| 6M | -10.9% | +2.1% | -13.0% | +12.5% |
| YTD | -22.2% | +11.5% | -33.7% | +51.4% |
| 1Y | -40.9% | +13.5% | -54.4% | +25.7% |
| 3Y | -98.4% | +77.7% | -176.1% | -63.0% |
| All | -98.4% | +78.1% | -176.5% | -63.0% |
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