-15.1%
TSQ vs SPY
+373.7%
-388.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -11.6% | +0.1% | -11.7% | -11.6% |
| 3M | -11.3% | +2.0% | -13.2% | -13.0% |
| 6M | -19.8% | +13.0% | -32.8% | -28.3% |
| YTD | +20.3% | +13.5% | +6.8% | +7.0% |
| 1Y | -11.0% | +20.0% | -31.0% | -25.0% |
| 3Y | -20.1% | +77.2% | -97.3% | -53.4% |
| 5Y | -39.7% | +81.9% | -121.5% | -66.2% |
| 10Y | -6.5% | +314.1% | -320.6% | -76.9% |
| All | -15.1% | +373.7% | -388.9% | -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 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