-72.4%
TSHA vs SPY
+81.8%
-154.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.1% |
| 7D | -3.9% | +0.5% | -4.4% | -4.9% |
| 30D | -16.5% | -0.9% | -15.5% | -15.1% |
| 3M | +0.9% | +3.9% | -3.0% | -6.3% |
| 6M | +19.9% | +14.5% | +5.4% | -5.7% |
| YTD | -0.4% | +12.9% | -13.3% | -20.0% |
| 1Y | +69.1% | +19.4% | +49.8% | +23.1% |
| 3Y | +50.5% | +78.5% | -27.9% | -50.8% |
| 5Y | -72.4% | +81.8% | -154.1% | -91.1% |
| All | -72.4% | +81.8% | -154.1% | -91.1% |
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