+62.8%
TSHA vs SPY
+18.8%
+44.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.7% |
| 7D | -5.3% | -0.4% | -5.0% | -4.7% |
| 30D | -16.2% | -1.4% | -14.8% | -14.2% |
| 3M | -0.4% | +3.7% | -4.1% | -7.3% |
| 6M | +16.3% | +13.0% | +3.3% | -7.7% |
| YTD | -2.9% | +12.4% | -15.3% | -23.1% |
| 1Y | +62.8% | +18.5% | +44.3% | +38.9% |
| All | +62.8% | +18.8% | +44.0% | +38.9% |
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