+177.3%
TSMX vs SPY
+35.2%
+142.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +5.1% |
| 7D | -5.9% | -0.6% | -5.3% | -2.1% |
| 30D | -26.6% | -3.7% | -22.9% | -14.3% |
| 3M | -16.4% | -2.7% | -13.6% | -4.9% |
| 6M | -20.4% | +2.2% | -22.5% | -18.9% |
| YTD | +33.1% | +10.8% | +22.3% | +10.5% |
| 1Y | +38.0% | +11.2% | +26.8% | +14.3% |
| All | +177.3% | +35.2% | +142.0% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling