-2.1%
TSUI vs SPY
+11.2%
-13.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -8.1% |
| 7D | -2.8% | +0.1% | -2.9% | -3.2% |
| 30D | -19.9% | -3.3% | -16.6% | -12.7% |
| 3M | +25.9% | -2.4% | +28.3% | +35.1% |
| 6M | -17.3% | +2.6% | -19.8% | -20.0% |
| All | -2.1% | +11.2% | -13.3% | -8.8% |
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 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