-65.1%
TLSA vs SPY
+11.9%
-77.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.5% |
| 7D | -11.6% | -0.6% | -11.0% | -11.3% |
| 30D | -48.7% | -3.7% | -45.1% | -45.9% |
| 3M | -39.6% | -2.7% | -36.9% | -37.3% |
| 6M | -61.4% | +2.2% | -63.6% | -63.1% |
| YTD | -59.1% | +10.8% | -69.9% | -65.5% |
| 1Y | -65.1% | +11.2% | -76.4% | -71.0% |
| All | -65.1% | +11.9% | -77.1% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling