-14.6%
TSQ vs SPY
+312.5%
-327.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.9% |
| 7D | -9.3% | -0.4% | -9.0% | -9.0% |
| 30D | -13.3% | -1.4% | -11.9% | -12.1% |
| 3M | -18.6% | +3.7% | -22.3% | -21.5% |
| 6M | -24.3% | +13.0% | -37.3% | -32.3% |
| YTD | +10.5% | +12.4% | -1.9% | -0.7% |
| 1Y | -17.7% | +18.5% | -36.2% | -29.8% |
| 3Y | -27.1% | +77.6% | -104.8% | -57.4% |
| 5Y | -44.0% | +81.7% | -125.7% | -68.5% |
| 10Y | -14.6% | +319.7% | -334.2% | -81.0% |
| All | -14.6% | +312.5% | -327.1% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling