-76.7%
TSHA vs SPY
+159.3%
-236.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -2.9% | +0.1% | -3.1% | -3.2% |
| 30D | -13.3% | +0.1% | -13.4% | -13.5% |
| 3M | -4.9% | +2.0% | -6.9% | -8.4% |
| 6M | +20.7% | +13.0% | +7.7% | -2.2% |
| YTD | +1.8% | +13.5% | -11.7% | -18.5% |
| 1Y | +71.8% | +20.0% | +51.8% | +25.0% |
| 3Y | +54.3% | +77.2% | -22.9% | -46.1% |
| 5Y | -71.4% | +81.9% | -153.3% | -90.2% |
| All | -76.7% | +159.3% | -236.0% | -94.2% |
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