+194.0%
TSMG vs SPY
+33.0%
+161.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | -0.6% |
| 7D | +1.7% | -0.8% | +2.5% | +4.3% |
| 30D | +0.2% | -1.1% | +1.3% | +3.8% |
| 3M | -1.6% | +3.9% | -5.4% | -10.4% |
| 6M | +28.7% | +13.6% | +15.0% | -7.3% |
| YTD | +66.7% | +12.7% | +54.0% | +25.5% |
| 1Y | +116.1% | +17.5% | +98.6% | +47.9% |
| All | +194.0% | +33.0% | +161.0% | +55.8% |
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