-59.9%
TLSA vs SPY
+72.1%
-132.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.3% |
| 7D | -17.4% | +2.6% | -20.0% | -18.8% |
| 30D | -45.7% | -2.0% | -43.7% | -45.0% |
| 3M | -45.2% | -2.8% | -42.4% | -44.1% |
| 6M | -62.0% | +2.1% | -64.1% | -62.5% |
| YTD | -61.7% | +11.5% | -73.2% | -64.1% |
| 1Y | -65.5% | +13.5% | -78.9% | -67.9% |
| 3Y | 0.0% | +77.7% | -77.7% | -27.4% |
| All | -59.9% | +72.1% | -132.0% | -69.6% |
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