-52.5%
TLSI vs SPY
+113.1%
-165.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +8.2% | +0.1% | +8.2% | +8.2% |
| 3M | +51.5% | +2.0% | +49.5% | +50.8% |
| 6M | 0.0% | +13.0% | -13.0% | -3.2% |
| YTD | -28.4% | +13.5% | -41.9% | -30.7% |
| 1Y | -2.9% | +20.0% | -22.9% | -6.9% |
| 3Y | -17.5% | +77.2% | -94.7% | -23.3% |
| 5Y | -49.4% | +81.9% | -131.3% | -52.7% |
| All | -52.5% | +113.1% | -165.6% | -58.3% |
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