+107.8%
TSMY vs SPY
+40.8%
+66.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | -1.8% | +2.0% | -3.8% | -4.0% |
| 6M | +20.2% | +13.0% | +7.2% | +3.7% |
| YTD | +36.2% | +13.5% | +22.7% | +17.0% |
| 1Y | +66.1% | +20.0% | +46.1% | +34.4% |
| All | +107.8% | +40.8% | +66.9% | +43.5% |
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