+34.3%
TSMU vs SPY
+14.6%
+19.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -12.1% |
| 7D | -19.9% | -0.7% | -19.2% | -17.2% |
| 30D | -35.9% | -1.0% | -34.8% | -32.3% |
| 3M | -15.8% | -0.3% | -15.5% | -13.6% |
| 6M | -17.7% | +7.3% | -25.1% | -34.8% |
| YTD | +29.4% | +13.3% | +16.1% | -13.3% |
| 1Y | +34.3% | +14.8% | +19.5% | -12.9% |
| All | +34.3% | +14.6% | +19.6% | -12.9% |
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 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