-63.5%
TLSA vs SPY
+221.6%
-285.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -1.6% | +3.3% | -4.9% | -2.7% |
| 30D | -44.0% | -2.7% | -41.4% | -43.5% |
| 3M | -38.4% | -1.7% | -36.6% | -38.0% |
| 6M | -60.9% | +3.1% | -64.0% | -61.3% |
| YTD | -59.1% | +11.9% | -71.0% | -60.4% |
| 1Y | -65.7% | +12.0% | -77.7% | -66.9% |
| 3Y | +3.4% | +78.2% | -74.8% | -10.7% |
| 5Y | -56.1% | +73.2% | -129.4% | -62.7% |
| All | -63.5% | +221.6% | -285.1% | -68.3% |
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