-55.4%
TSLL vs SPG
+139.3%
-194.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -10.7% |
| 7D | +1.9% | -2.4% | +4.3% | +5.0% |
| 30D | +17.8% | -6.8% | +24.6% | +28.1% |
| 3M | -37.0% | +2.7% | -39.7% | -41.0% |
| 6M | -37.7% | +5.5% | -43.1% | -44.1% |
| YTD | -51.4% | +15.7% | -67.1% | -62.2% |
| 1Y | -23.4% | +20.9% | -44.2% | -44.8% |
| 3Y | -30.8% | +112.4% | -143.2% | -72.7% |
| All | -55.4% | +139.3% | -194.7% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling