-18.4%
TSLL vs SPG
+124.5%
-142.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +7.6% |
| 7D | -21.2% | +4.9% | -26.1% | -25.7% |
| 30D | -13.3% | +15.6% | -28.9% | -28.2% |
| 3M | +15.4% | +4.1% | +11.3% | +9.1% |
| 6M | -34.2% | +13.6% | -47.8% | -46.9% |
| YTD | -52.9% | +27.5% | -80.4% | -69.0% |
| 1Y | -54.3% | +32.2% | -86.6% | -71.8% |
| 3Y | -18.4% | +126.0% | -144.4% | -73.2% |
| All | -18.4% | +124.5% | -142.9% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling