+11.3%
TLSA vs SPY
+75.1%
-63.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.3% | +11.0% | +11.1% |
| 7D | -13.8% | -2.7% | -11.0% | -12.1% |
| 30D | -37.3% | -5.4% | -31.9% | -34.7% |
| 3M | -28.9% | -4.1% | -24.8% | -26.6% |
| 6M | -53.1% | +0.7% | -53.8% | -53.2% |
| YTD | -53.7% | +8.7% | -62.4% | -55.9% |
| 1Y | -61.7% | +10.9% | -72.5% | -63.8% |
| 3Y | +11.3% | +75.0% | -63.7% | +19.2% |
| All | +11.3% | +75.1% | -63.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling