+14.8%
SPY vs TSLL
-48.4%
+63.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +2.2% |
| 7D | -0.7% | -9.4% | +8.7% | +0.1% |
| 30D | -1.0% | +1.6% | -2.6% | -1.4% |
| 3M | -0.3% | +29.4% | -29.7% | -3.3% |
| 6M | +7.3% | -20.1% | +27.5% | +7.1% |
| YTD | +13.3% | -44.5% | +57.8% | +15.5% |
| 1Y | +14.8% | -46.0% | +60.8% | +16.6% |
| All | +14.8% | -48.4% | +63.2% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling