+148.9%
TSMX vs SPY
+32.6%
+116.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.3% | +12.9% | +12.2% |
| 7D | -16.4% | -2.7% | -13.7% | -6.7% |
| 30D | -39.4% | -5.4% | -34.1% | -25.0% |
| 3M | -24.6% | -4.1% | -20.5% | -10.4% |
| 6M | -31.3% | +0.7% | -32.0% | -26.6% |
| YTD | +19.5% | +8.7% | +10.9% | +5.8% |
| 1Y | +28.8% | +10.9% | +17.9% | +8.7% |
| All | +148.9% | +32.6% | +116.4% | +66.9% |
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