+199.8%
TSMX vs SPY
+37.0%
+162.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +3.8% |
| 7D | +6.3% | -0.9% | +7.3% | +12.5% |
| 30D | -17.5% | -2.4% | -15.1% | -7.7% |
| 3M | -11.0% | -1.2% | -9.9% | -3.9% |
| 6M | -10.8% | +3.3% | -14.1% | -12.2% |
| YTD | +43.9% | +12.3% | +31.6% | +14.7% |
| 1Y | +53.5% | +12.4% | +41.1% | +22.8% |
| All | +199.8% | +37.0% | +162.8% | +81.0% |
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 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