+38.0%
TSMX vs SPY
+11.9%
+26.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +5.5% |
| 7D | -5.9% | -0.6% | -5.3% | -1.5% |
| 30D | -26.6% | -3.7% | -22.9% | -10.6% |
| 3M | -16.4% | -2.7% | -13.6% | -1.9% |
| 6M | -20.4% | +2.2% | -22.5% | -20.7% |
| YTD | +33.1% | +10.8% | +22.3% | +0.8% |
| 1Y | +38.0% | +11.2% | +26.8% | +4.0% |
| All | +38.0% | +11.9% | +26.1% | +4.0% |
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