-31.9%
TSYY vs SPY
+29.4%
-61.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.2% |
| 7D | +1.9% | +0.5% | +1.3% | +1.2% |
| 30D | +3.9% | -0.9% | +4.8% | +5.0% |
| 3M | -2.1% | +3.9% | -6.0% | -6.4% |
| 6M | -10.9% | +14.5% | -25.4% | -24.1% |
| YTD | -18.9% | +12.9% | -31.8% | -29.5% |
| 1Y | -14.2% | +19.4% | -33.5% | -29.7% |
| All | -31.9% | +29.4% | -61.3% | -47.3% |
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