+66.7%
TSSI vs SPY
+827.7%
-760.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -24.6% | +0.1% | -24.6% | -24.5% |
| 3M | -41.9% | +2.0% | -43.9% | -42.2% |
| 6M | -15.5% | +13.0% | -28.5% | -20.2% |
| YTD | +19.1% | +13.5% | +5.6% | +12.6% |
| 1Y | -34.9% | +20.0% | -54.9% | -39.9% |
| 3Y | +2,005.0% | +77.2% | +1,927.8% | +1,575.1% |
| 5Y | +1,258.1% | +81.9% | +1,176.2% | +952.3% |
| 10Y | +6,916.7% | +314.1% | +6,602.6% | +3,627.1% |
| All | +66.7% | +827.7% | -760.9% | -31.8% |
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