+76.7%
TSME vs SPY
+113.6%
-36.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | +2.4% | +3.3% | -0.9% | -1.4% |
| 30D | -3.0% | -2.7% | -0.3% | +0.3% |
| 3M | -11.4% | -1.7% | -9.7% | -9.4% |
| 6M | -4.3% | +3.1% | -7.4% | -7.3% |
| YTD | +8.2% | +11.9% | -3.7% | -4.3% |
| 1Y | +9.5% | +12.0% | -2.5% | -3.2% |
| 3Y | +69.6% | +78.2% | -8.5% | -9.2% |
| All | +76.7% | +113.6% | -36.8% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling