+93.5%
SPY vs TSLL
-54.2%
+147.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.5% | +1.4% |
| 7D | +0.1% | -14.3% | +14.4% | +1.1% |
| 30D | -3.3% | -6.2% | +2.8% | -3.2% |
| 3M | -2.4% | +21.2% | -23.6% | -4.8% |
| 6M | +2.6% | -36.6% | +39.1% | +4.3% |
| YTD | +11.2% | -47.8% | +59.0% | +14.1% |
| 1Y | +13.4% | -45.2% | +58.6% | +15.4% |
| 3Y | +79.9% | -3.3% | +83.2% | +56.5% |
| All | +93.5% | -54.2% | +147.7% | +87.0% |
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