-98.5%
TSLZ vs SPY
+82.2%
-180.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -5.3% |
| 7D | -26.7% | +3.3% | -30.0% | -14.5% |
| 30D | -17.9% | -2.7% | -15.2% | -24.4% |
| 3M | -42.4% | -1.7% | -40.7% | -43.5% |
| 6M | -18.8% | +3.1% | -21.9% | +6.8% |
| YTD | -25.1% | +11.9% | -37.0% | +47.9% |
| 1Y | -35.6% | +12.0% | -47.6% | +29.8% |
| 3Y | -98.6% | +78.2% | -176.7% | -64.0% |
| All | -98.5% | +82.2% | -180.7% | -57.3% |
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 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