+40.0%
TSMG vs SPY
+14.6%
+25.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -12.2% |
| 7D | -19.7% | -0.7% | -19.0% | -16.9% |
| 30D | -35.6% | -1.0% | -34.5% | -32.0% |
| 3M | -15.3% | -0.3% | -15.0% | -13.1% |
| 6M | -16.6% | +7.3% | -23.9% | -34.0% |
| YTD | +34.0% | +13.3% | +20.7% | -10.4% |
| 1Y | +40.0% | +14.8% | +25.2% | -9.4% |
| All | +40.0% | +14.6% | +25.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling