-2.8%
TSLL vs SPMO
+128.1%
-130.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.3% |
| 7D | +33.0% | +9.8% | +23.2% | +4.4% |
| 30D | +7.7% | -9.2% | +16.9% | +41.6% |
| 3M | +34.7% | -11.0% | +45.7% | +85.1% |
| 6M | -31.5% | -6.6% | -24.9% | -20.2% |
| YTD | -42.4% | +13.3% | -55.7% | -63.7% |
| 1Y | -39.7% | +12.7% | -52.3% | -61.0% |
| All | -2.8% | +128.1% | -130.9% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling