-55.0%
TLSI vs SPY
+111.9%
-166.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -8.5% | +0.5% | -9.1% | -8.6% |
| 30D | -15.7% | -0.9% | -14.7% | -15.5% |
| 3M | +47.4% | +3.9% | +43.5% | +46.0% |
| 6M | +5.9% | +14.5% | -8.6% | +2.3% |
| YTD | -32.2% | +12.9% | -45.2% | -34.3% |
| 1Y | -5.6% | +19.4% | -24.9% | -9.3% |
| 3Y | -0.4% | +78.5% | -78.9% | -7.3% |
| 5Y | -52.2% | +81.8% | -134.0% | -55.3% |
| All | -55.0% | +111.9% | -166.9% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling