-33.0%
TSLL vs SPG
+33.2%
-66.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.8% |
| 7D | +17.8% | +2.0% | +15.8% | +18.1% |
| 30D | +8.2% | +17.2% | -9.0% | +12.2% |
| 3M | +20.9% | +6.3% | +14.5% | +22.8% |
| 6M | -37.5% | +18.7% | -56.2% | -36.1% |
| YTD | -44.5% | +30.1% | -74.6% | -41.0% |
| 1Y | -33.0% | +32.8% | -65.7% | -28.9% |
| All | -33.0% | +33.2% | -66.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling