+179.6%
TSMX vs SPY
+36.0%
+143.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.2% |
| 7D | +12.3% | +2.6% | +9.7% | +3.6% |
| 30D | -17.7% | -2.0% | -15.7% | -9.1% |
| 3M | -20.1% | -2.8% | -17.3% | -8.8% |
| 6M | -14.8% | +2.1% | -16.9% | -13.0% |
| YTD | +34.2% | +11.5% | +22.7% | +9.6% |
| 1Y | +53.1% | +13.5% | +39.6% | +19.7% |
| All | +179.6% | +36.0% | +143.5% | +73.0% |
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