-56.8%
TSLL vs SPGI
+35.5%
-92.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.5% |
| 7D | -21.2% | +0.3% | -21.5% | -21.3% |
| 30D | -13.3% | +18.4% | -31.7% | -26.3% |
| 3M | +15.4% | +15.7% | -0.3% | -0.4% |
| 6M | -34.2% | +17.3% | -51.5% | -46.2% |
| YTD | -52.9% | -4.7% | -48.2% | -52.2% |
| 1Y | -54.3% | +1.8% | -56.2% | -58.3% |
| 3Y | -18.4% | +31.7% | -50.1% | -47.4% |
| All | -56.8% | +35.5% | -92.3% | -73.2% |
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