-40.5%
TSQ vs SPY
+81.8%
-122.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | -15.0% | -0.9% | -14.0% | -14.3% |
| 3M | -13.3% | +3.9% | -17.1% | -15.9% |
| 6M | -19.3% | +14.5% | -33.8% | -27.4% |
| YTD | +18.0% | +12.9% | +5.1% | +7.3% |
| 1Y | -14.4% | +19.4% | -33.8% | -25.5% |
| 3Y | -22.2% | +78.5% | -100.7% | -49.2% |
| 5Y | -40.5% | +81.8% | -122.2% | -61.7% |
| All | -40.5% | +81.8% | -122.2% | -61.7% |
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