-40.8%
TSLL vs SPCH
-65.4%
+24.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -18.1% | -3.8% | -17.8% |
| 7D | -28.9% | -27.7% | -1.2% | -23.5% |
| 30D | -21.4% | -51.2% | +29.8% | -9.8% |
| 3M | +5.0% | +11.3% | -6.3% | +6.5% |
| All | -40.8% | -65.4% | +24.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling