-74.7%
TLSI vs SPY
+74.0%
-148.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +9.9% | +9.7% |
| 7D | -28.6% | +3.3% | -31.9% | -29.4% |
| 30D | -37.0% | -2.7% | -34.3% | -36.4% |
| 3M | -55.9% | -1.7% | -54.1% | -55.6% |
| 6M | -44.7% | +3.1% | -47.8% | -45.1% |
| YTD | -63.9% | +11.9% | -75.8% | -64.9% |
| 1Y | -43.0% | +12.0% | -55.0% | -44.6% |
| 3Y | -36.8% | +78.2% | -115.0% | -40.7% |
| 5Y | -74.7% | +73.2% | -147.9% | -76.1% |
| All | -74.7% | +74.0% | -148.7% | -76.1% |
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