+87.9%
TSME vs SPY
+116.7%
-28.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -5.7% | +0.1% | -5.8% | -5.7% |
| 3M | -2.4% | +2.0% | -4.4% | -4.4% |
| 6M | +7.7% | +13.0% | -5.3% | -6.0% |
| YTD | +15.0% | +13.5% | +1.5% | -0.1% |
| 1Y | +14.2% | +20.0% | -5.8% | -6.7% |
| 3Y | +61.9% | +77.2% | -15.3% | -13.1% |
| All | +87.9% | +116.7% | -28.8% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling