+242.1%
TSMX vs SPY
+38.5%
+203.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +6.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.4% |
| 30D | +5.4% | +0.1% | +5.4% | +5.2% |
| 3M | -14.5% | +2.0% | -16.5% | -16.6% |
| 6M | +23.7% | +13.0% | +10.6% | -8.6% |
| YTD | +64.3% | +13.5% | +50.7% | +21.5% |
| 1Y | +158.0% | +20.0% | +138.1% | +68.1% |
| All | +242.1% | +38.5% | +203.6% | +91.7% |
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