-28.8%
TLSI vs SPY
+11.9%
-40.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.4% | -11.1% | -11.0% |
| 7D | -18.1% | -0.6% | -17.5% | -16.9% |
| 30D | -29.8% | -3.7% | -26.1% | -25.7% |
| 3M | -48.9% | -2.7% | -46.2% | -46.6% |
| 6M | -35.7% | +2.2% | -37.8% | -37.6% |
| YTD | -59.2% | +10.8% | -70.0% | -65.7% |
| 1Y | -28.8% | +11.2% | -40.0% | -40.2% |
| All | -28.8% | +11.9% | -40.7% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling