+93.9%
SPY vs TSLL
-51.4%
+145.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | 0.0% |
| 7D | +2.6% | +17.8% | -15.2% | +1.1% |
| 30D | -2.0% | +8.2% | -10.2% | -3.0% |
| 3M | -2.8% | +20.9% | -23.6% | -5.2% |
| 6M | +2.1% | -37.5% | +39.6% | +4.1% |
| YTD | +11.5% | -44.5% | +56.0% | +13.8% |
| 1Y | +13.5% | -33.0% | +46.4% | +13.6% |
| 3Y | +77.7% | -6.4% | +84.1% | +55.3% |
| All | +93.9% | -51.4% | +145.3% | +86.4% |
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