-55.4%
TSLL vs SPGI
+28.5%
-83.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -10.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +17.8% | +8.4% | +9.4% | +8.9% |
| 3M | -37.0% | +11.8% | -48.8% | -45.0% |
| 6M | -37.7% | +5.7% | -43.4% | -43.3% |
| YTD | -51.4% | -9.7% | -41.7% | -47.7% |
| 1Y | -23.4% | -12.5% | -10.9% | -16.1% |
| 3Y | -30.8% | +21.8% | -52.6% | -51.0% |
| All | -55.4% | +28.5% | -83.9% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling