-60.0%
TLSA vs SPY
+219.7%
-279.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -43.8% | -3.3% | -40.4% | -43.1% |
| 3M | -33.1% | -2.4% | -30.7% | -32.5% |
| 6M | -57.7% | +2.6% | -60.2% | -58.0% |
| YTD | -55.1% | +11.2% | -66.3% | -56.5% |
| 1Y | -61.8% | +13.4% | -75.2% | -63.1% |
| 3Y | +9.7% | +79.9% | -70.2% | -5.5% |
| 5Y | -53.9% | +72.2% | -126.0% | -60.7% |
| All | -60.0% | +219.7% | -279.7% | -65.2% |
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