-98.2%
TSLZ vs SPY
+76.9%
-175.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -7.1% |
| 7D | +19.5% | -2.7% | +22.2% | +7.8% |
| 30D | +3.4% | -5.4% | +8.8% | -16.7% |
| 3M | -31.8% | -4.1% | -27.7% | -40.4% |
| 6M | -15.8% | +0.7% | -16.6% | -0.9% |
| YTD | -6.4% | +8.7% | -15.1% | +60.7% |
| 1Y | -14.3% | +10.9% | -25.2% | +64.3% |
| 3Y | -98.2% | +75.0% | -173.1% | -57.4% |
| All | -98.2% | +76.9% | -175.1% | -53.6% |
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