-60.3%
TSLL vs SPGI
+36.8%
-97.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.9% | -20.0% | -20.1% |
| 7D | -28.9% | +2.6% | -31.4% | -30.4% |
| 30D | -21.4% | +19.3% | -40.7% | -33.6% |
| 3M | +5.0% | +15.5% | -10.5% | -9.1% |
| 6M | -36.6% | +18.3% | -54.9% | -48.5% |
| YTD | -56.6% | -3.8% | -52.9% | -56.4% |
| 1Y | -60.9% | +1.3% | -62.2% | -63.8% |
| 3Y | -25.2% | +33.6% | -58.8% | -52.5% |
| All | -60.3% | +36.8% | -97.1% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling