+79.1%
TSME vs SPY
+112.3%
-33.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.2% | -3.3% | +1.1% | +1.9% |
| 3M | -9.4% | -2.4% | -7.0% | -6.6% |
| 6M | -3.6% | +2.6% | -6.2% | -6.1% |
| YTD | +9.7% | +11.2% | -1.6% | -2.3% |
| 1Y | +11.4% | +13.4% | -1.9% | -2.8% |
| 3Y | +74.8% | +79.9% | -5.1% | -7.3% |
| All | +79.1% | +112.3% | -33.2% | -19.2% |
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