-48.4%
TSLL vs SPGI
+2.3%
-50.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -11.0% | +1.6% | -12.6% | -10.9% |
| 30D | -5.3% | +16.1% | -21.4% | -5.4% |
| 3M | +20.8% | +15.5% | +5.4% | +20.6% |
| 6M | -36.0% | +19.6% | -55.6% | -35.8% |
| YTD | -47.3% | -3.6% | -43.7% | -44.1% |
| 1Y | -48.4% | +2.2% | -50.7% | -40.5% |
| All | -48.4% | +2.3% | -50.7% | -40.5% |
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 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