-20.8%
TSLL vs SPMO
+29.0%
-49.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +6.9% |
| 7D | +5.8% | +3.4% | +2.4% | -1.0% |
| 30D | +21.7% | +0.5% | +21.2% | +19.8% |
| 3M | -28.2% | +1.9% | -30.1% | -31.5% |
| 6M | -29.5% | +27.8% | -57.3% | -60.0% |
| YTD | -47.5% | +26.7% | -74.2% | -69.3% |
| 1Y | -20.8% | +28.9% | -49.7% | -53.3% |
| All | -20.8% | +29.0% | -49.8% | -53.3% |
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