-52.1%
TSLL vs SPGI
+36.5%
-88.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.3% |
| 7D | -14.3% | -0.9% | -13.5% | -13.5% |
| 30D | -6.2% | +15.5% | -21.7% | -18.3% |
| 3M | +21.2% | +15.7% | +5.5% | +4.7% |
| 6M | -36.6% | +19.1% | -55.6% | -48.8% |
| YTD | -47.8% | -4.1% | -43.7% | -47.3% |
| 1Y | -45.2% | +1.2% | -46.4% | -49.3% |
| 3Y | -3.3% | +31.6% | -34.8% | -37.3% |
| All | -52.1% | +36.5% | -88.6% | -70.5% |
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