-83.0%
TSHA vs SPY
+154.6%
-237.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | -5.3% | +2.6% | -7.9% | -9.6% |
| 30D | +16.8% | -2.0% | +18.8% | +21.4% |
| 3M | -31.6% | -2.8% | -28.8% | -28.0% |
| 6M | -38.5% | +2.1% | -40.7% | -40.8% |
| YTD | -25.5% | +11.5% | -36.9% | -38.4% |
| 1Y | +2.2% | +13.5% | -11.2% | -17.8% |
| 3Y | +208.3% | +77.7% | +130.6% | +6.6% |
| 5Y | -72.6% | +72.6% | -145.2% | -89.8% |
| All | -83.0% | +154.6% | -237.6% | -95.6% |
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