-35.7%
TSLL vs SPCH
-59.6%
+23.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +16.8% | -8.2% | +4.6% |
| 7D | -21.2% | -3.0% | -18.2% | -20.3% |
| 30D | -13.3% | -39.8% | +26.5% | -5.0% |
| 3M | +15.4% | +16.8% | -1.4% | +14.1% |
| All | -35.7% | -59.6% | +23.9% | -29.2% |
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