+468.7%
SPCX vs TSLL
+17.0%
+451.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.6% | 0.0% | +14.0% |
| 7D | -0.3% | -21.2% | +20.9% | -15.5% |
| 30D | -19.9% | -13.3% | -6.6% | -28.2% |
| 3M | +16.8% | +15.4% | +1.5% | +26.6% |
| 6M | +421.0% | -57.5% | +478.4% | +258.5% |
| YTD | +421.0% | -57.5% | +478.4% | +258.5% |
| 1Y | +421.0% | -57.5% | +478.4% | +258.5% |
| All | +468.7% | +17.0% | +451.7% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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