+89.0%
SPY vs TSLL
-58.7%
+147.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.3% | -0.4% |
| 7D | -2.7% | -21.2% | +18.5% | -0.9% |
| 30D | -5.4% | -13.3% | +7.9% | -4.6% |
| 3M | -4.1% | +15.4% | -19.5% | -6.0% |
| 6M | +0.7% | -34.2% | +34.9% | +2.1% |
| YTD | +8.7% | -52.9% | +61.6% | +12.5% |
| 1Y | +10.9% | -54.3% | +65.2% | +14.6% |
| 3Y | +75.0% | -18.4% | +93.4% | +54.7% |
| All | +89.0% | -58.7% | +147.8% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling