-23.4%
TSLL vs SPGI
-12.7%
-10.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +17.8% | +8.4% | +9.4% | +17.8% |
| 3M | -37.0% | +11.8% | -48.8% | -36.6% |
| 6M | -37.7% | +5.7% | -43.4% | -37.1% |
| YTD | -51.4% | -9.7% | -41.7% | -49.5% |
| 1Y | -23.4% | -12.5% | -10.9% | -5.9% |
| All | -23.4% | -12.7% | -10.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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