+197.5%
TSMG vs SPY
+32.7%
+164.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.3% |
| 7D | +9.3% | -0.4% | +9.7% | +10.4% |
| 30D | +6.1% | -1.4% | +7.5% | +11.0% |
| 3M | -4.1% | +3.7% | -7.8% | -11.9% |
| 6M | +33.9% | +13.0% | +20.9% | -2.0% |
| YTD | +68.7% | +12.4% | +56.3% | +27.9% |
| 1Y | +133.0% | +18.5% | +114.4% | +55.8% |
| All | +197.5% | +32.7% | +164.8% | +58.9% |
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