+501.7%
SPCX vs TSLL
+29.7%
+472.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.9% | -5.1% | -0.2% |
| 7D | +4.2% | -14.3% | +18.5% | +11.9% |
| 30D | -12.6% | -6.2% | -6.5% | -11.3% |
| 3M | +6.7% | +21.2% | -14.5% | -9.3% |
| 6M | +546.4% | -8.9% | +555.2% | +562.4% |
| YTD | +552.1% | -47.8% | +599.9% | +567.0% |
| 1Y | +453.2% | -45.2% | +498.4% | +465.7% |
| All | +501.7% | +29.7% | +472.0% | +500.3% |
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