-60.3%
TSLL vs SPG
+161.6%
-221.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.9% | -21.0% | -20.9% |
| 7D | -28.9% | +5.0% | -33.9% | -32.9% |
| 30D | -21.4% | +12.3% | -33.7% | -32.1% |
| 3M | +5.0% | +1.9% | +3.1% | +1.9% |
| 6M | -36.6% | +14.4% | -51.0% | -48.5% |
| YTD | -56.6% | +26.5% | -83.2% | -69.9% |
| 1Y | -60.9% | +30.7% | -91.5% | -74.2% |
| 3Y | -25.2% | +122.6% | -147.8% | -72.6% |
| All | -60.3% | +161.6% | -221.9% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling