-36.6%
TSLL vs SPGI
+18.0%
-54.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.9% | -20.0% | -22.0% |
| 7D | -28.9% | +2.6% | -31.4% | -28.4% |
| 30D | -21.4% | +19.3% | -40.7% | -19.4% |
| 3M | +5.0% | +15.5% | -10.5% | +7.3% |
| 6M | -36.6% | +18.3% | -54.9% | -33.1% |
| All | -36.6% | +18.0% | -54.5% | -33.1% |
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