+121.7%
TSMU vs SPY
+28.6%
+93.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | -0.4% |
| 7D | -6.9% | +0.1% | -7.0% | -5.3% |
| 30D | -29.3% | -3.3% | -26.0% | -18.3% |
| 3M | -20.9% | -2.4% | -18.5% | -11.0% |
| 6M | -25.0% | +2.6% | -27.6% | -24.7% |
| YTD | +23.0% | +11.2% | +11.8% | +0.2% |
| 1Y | +34.1% | +13.4% | +20.7% | +4.3% |
| All | +121.7% | +28.6% | +93.0% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling