-46.0%
TSLL vs SPMO
+11.0%
-57.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -4.8% |
| 7D | -9.4% | -8.9% | -0.6% | +6.2% |
| 30D | +1.6% | -13.8% | +15.4% | +32.1% |
| 3M | +29.4% | -12.5% | +41.9% | +63.5% |
| 6M | -20.1% | -1.5% | -18.7% | -19.9% |
| YTD | -44.5% | +11.3% | -55.8% | -56.6% |
| 1Y | -46.0% | +11.5% | -57.5% | -58.1% |
| All | -46.0% | +11.0% | -57.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling