+200.2%
TSMU vs SPY
+30.6%
+169.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +6.5% |
| 7D | +11.6% | +0.5% | +11.1% | +9.4% |
| 30D | +7.1% | -0.9% | +8.0% | +10.4% |
| 3M | -3.5% | +3.9% | -7.4% | -11.9% |
| 6M | +41.7% | +14.5% | +27.2% | -0.3% |
| YTD | +66.7% | +12.9% | +53.7% | +24.3% |
| 1Y | +133.4% | +19.4% | +114.0% | +52.8% |
| All | +200.2% | +30.6% | +169.7% | +83.8% |
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