-78.1%
TLSI vs SPY
+110.7%
-188.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.3% | +1.3% | -20.6% | -19.7% |
| 7D | -40.9% | -0.9% | -40.0% | -40.7% |
| 30D | -44.4% | -2.4% | -42.1% | -44.0% |
| 3M | -59.9% | -1.2% | -58.8% | -59.8% |
| 6M | -49.3% | +3.3% | -52.6% | -49.7% |
| YTD | -67.0% | +12.3% | -79.3% | -68.0% |
| 1Y | -47.0% | +12.4% | -59.5% | -48.5% |
| 3Y | -42.4% | +78.8% | -121.2% | -46.2% |
| 5Y | -76.9% | +75.2% | -152.1% | -78.2% |
| All | -78.1% | +110.7% | -188.9% | -80.7% |
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 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