-77.2%
TSHA vs SPY
+157.9%
-235.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.2% |
| 7D | -3.9% | +0.5% | -4.4% | -4.9% |
| 30D | -16.5% | -0.9% | -15.5% | -15.2% |
| 3M | +0.9% | +3.9% | -3.0% | -6.0% |
| 6M | +19.9% | +14.5% | +5.4% | -5.0% |
| YTD | -0.4% | +12.9% | -13.3% | -19.5% |
| 1Y | +69.1% | +19.4% | +49.8% | +24.3% |
| 3Y | +50.5% | +78.5% | -27.9% | -48.2% |
| 5Y | -72.4% | +81.8% | -154.1% | -90.5% |
| All | -77.2% | +157.9% | -235.1% | -94.3% |
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 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