-39.7%
TSLL vs SPGI
+0.4%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.4% |
| 7D | +33.0% | -0.8% | +33.8% | +33.0% |
| 30D | +7.7% | +14.3% | -6.6% | +7.7% |
| 3M | +34.7% | +14.5% | +20.2% | +34.6% |
| 6M | -31.5% | +17.3% | -48.8% | -31.2% |
| YTD | -42.4% | -4.6% | -37.8% | -38.7% |
| 1Y | -39.7% | +0.8% | -40.5% | -30.2% |
| All | -39.7% | +0.4% | -40.1% | -30.2% |
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 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