+97.5%
SPY vs TSLL
-57.4%
+154.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.8% | +11.5% | +0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +0.1% | +17.8% | -17.7% | -1.7% |
| 3M | +2.0% | -37.0% | +39.0% | +4.6% |
| 6M | +13.0% | -37.7% | +50.7% | +15.2% |
| YTD | +13.5% | -51.4% | +64.9% | +17.8% |
| 1Y | +20.0% | -23.4% | +43.3% | +18.4% |
| 3Y | +77.2% | -30.8% | +108.0% | +59.5% |
| All | +97.5% | -57.4% | +154.9% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling