-48.7%
TLSA vs SPY
+82.0%
-130.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +3.0% | +0.1% | +3.0% | +3.0% |
| 3M | -19.7% | +2.0% | -21.7% | -20.9% |
| 6M | -28.7% | +13.0% | -41.7% | -34.0% |
| YTD | -31.5% | +13.5% | -45.1% | -36.7% |
| 1Y | -35.4% | +20.0% | -55.4% | -42.0% |
| 3Y | +34.2% | +77.2% | -43.0% | -3.1% |
| All | -48.7% | +82.0% | -130.8% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling