-20.1%
TSLL vs SPGI
+20.6%
-40.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.7% | -5.8% |
| 7D | -9.4% | +7.2% | -16.6% | -8.4% |
| 30D | +1.6% | +23.2% | -21.7% | +4.5% |
| 3M | +29.4% | +17.0% | +12.4% | +32.2% |
| 6M | -20.1% | +20.4% | -40.6% | -16.0% |
| All | -20.1% | +20.6% | -40.7% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling