-48.9%
TSLL vs SPG
+171.1%
-220.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +0.5% | +2.7% | -2.3% | -2.2% |
| 30D | +2.7% | +16.6% | -13.9% | -14.8% |
| 3M | +26.3% | +8.1% | +18.2% | +14.5% |
| 6M | -37.2% | +19.3% | -56.5% | -51.3% |
| YTD | -44.2% | +31.1% | -75.3% | -62.8% |
| 1Y | -44.0% | +32.8% | -76.7% | -63.4% |
| 3Y | 0.0% | +135.8% | -135.8% | -65.6% |
| All | -48.9% | +171.1% | -220.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling