+135.4%
TSMG vs SPY
+31.6%
+103.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -1.9% |
| 7D | +12.1% | +2.6% | +9.5% | +3.2% |
| 30D | -17.8% | -2.0% | -15.8% | -9.0% |
| 3M | -20.3% | -2.8% | -17.5% | -8.8% |
| 6M | -15.2% | +2.1% | -17.3% | -13.4% |
| YTD | +33.5% | +11.5% | +22.0% | +8.4% |
| 1Y | +51.9% | +13.5% | +38.4% | +18.0% |
| All | +135.4% | +31.6% | +103.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling