-38.9%
TLSA vs SPY
+226.3%
-265.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.5% | +5.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +3.0% | +0.1% | +3.0% | +3.0% |
| 3M | -19.7% | +2.0% | -21.7% | -20.3% |
| 6M | -28.7% | +13.0% | -41.7% | -31.4% |
| YTD | -31.5% | +13.5% | -45.1% | -34.2% |
| 1Y | -35.4% | +20.0% | -55.4% | -38.8% |
| 3Y | +34.2% | +77.2% | -43.0% | +15.7% |
| 5Y | -51.0% | +81.9% | -132.8% | -58.6% |
| All | -38.9% | +226.3% | -265.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling