-62.8%
TLSA vs SPY
+222.7%
-285.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -43.0% | -2.4% | -40.7% | -42.5% |
| 3M | -38.5% | -1.2% | -37.4% | -38.2% |
| 6M | -59.4% | +3.3% | -62.7% | -59.8% |
| YTD | -58.3% | +12.3% | -70.6% | -59.7% |
| 1Y | -64.3% | +12.4% | -76.8% | -65.5% |
| 3Y | +5.3% | +78.8% | -73.6% | -9.2% |
| 5Y | -55.0% | +75.2% | -130.2% | -61.8% |
| All | -62.8% | +222.7% | -285.6% | -67.8% |
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