-5.4%
TSLL vs SPGI
+31.5%
-37.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -11.0% | +1.6% | -12.6% | -11.8% |
| 30D | -5.3% | +16.1% | -21.4% | -14.9% |
| 3M | +20.8% | +15.5% | +5.4% | +8.5% |
| 6M | -36.0% | +19.6% | -55.6% | -45.7% |
| YTD | -47.3% | -3.6% | -43.7% | -44.7% |
| 1Y | -48.4% | +2.2% | -50.7% | -50.7% |
| 3Y | -5.4% | +30.1% | -35.6% | -28.7% |
| All | -5.4% | +31.5% | -37.0% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling