-23.4%
TSLL vs SPMO
+29.9%
-53.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -14.8% |
| 7D | +1.9% | +2.0% | -0.1% | -2.1% |
| 30D | +17.8% | -0.4% | +18.1% | +17.9% |
| 3M | -37.0% | -1.9% | -35.1% | -34.2% |
| 6M | -37.7% | +25.0% | -62.7% | -62.3% |
| YTD | -51.4% | +26.0% | -77.4% | -71.1% |
| 1Y | -23.4% | +28.7% | -52.0% | -51.3% |
| All | -23.4% | +29.9% | -53.3% | -51.3% |
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