-48.9%
TSLL vs SPGI
+37.6%
-86.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.4% |
| 7D | +0.5% | -1.4% | +1.8% | +2.2% |
| 30D | +2.7% | +15.3% | -12.6% | -10.4% |
| 3M | +26.3% | +16.5% | +9.8% | +8.4% |
| 6M | -37.2% | +19.8% | -57.0% | -49.6% |
| YTD | -44.2% | -3.2% | -41.0% | -44.2% |
| 1Y | -44.0% | +1.8% | -45.8% | -48.3% |
| 3Y | 0.0% | +30.6% | -30.6% | -34.3% |
| All | -48.9% | +37.6% | -86.5% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling