-51.9%
TSLL vs SPMO
+183.1%
-235.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +6.6% |
| 7D | +5.8% | +3.4% | +2.4% | -3.0% |
| 30D | +21.7% | +0.5% | +21.2% | +19.1% |
| 3M | -28.2% | +1.9% | -30.1% | -33.2% |
| 6M | -29.5% | +27.8% | -57.3% | -64.6% |
| YTD | -47.5% | +26.7% | -74.2% | -72.9% |
| 1Y | -20.8% | +28.9% | -49.7% | -59.9% |
| 3Y | -26.7% | +160.7% | -187.4% | -87.3% |
| All | -51.9% | +183.1% | -235.0% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling