-81.8%
TSHA vs SPY
+154.1%
-235.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -3.3% |
| 7D | +9.2% | +0.1% | +9.2% | +9.2% |
| 30D | -2.7% | -3.3% | +0.7% | +3.7% |
| 3M | -33.4% | -2.4% | -31.0% | -30.5% |
| 6M | -35.8% | +2.6% | -38.4% | -38.7% |
| YTD | -20.5% | +11.2% | -31.8% | -34.0% |
| 1Y | +14.1% | +13.4% | +0.7% | -8.0% |
| 3Y | +149.7% | +79.9% | +69.8% | -16.2% |
| 5Y | -70.8% | +72.2% | -143.0% | -89.1% |
| All | -81.8% | +154.1% | -235.9% | -95.3% |
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 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